Database exists, assume schema does, too.
Seasonal Indexes
| 03-31 | 06-30 | 09-30 | 12-31 | |
|---|---|---|---|---|
| 0 | Energy ETF | Information Technology ETF | Information Technology ETF | Information Technology ETF |
| 1 | Information Technology ETF | Consumer Discretionary ETF | Consumer Discretionary ETF | Financials ETF |
| 2 | Utilities ETF | Energy ETF | SP500 | Materials ETF |
| 3 | SP1500 | Materials ETF | Industrials ETF | SP600 |
| 4 | Industrials ETF | SP1500 | SP1500 | Consumer Discretionary ETF |
| 5 | SP500 | SP500 | Health Care ETF | SP400 |
| 6 | SP600 | SP600 | Utilities ETF | SP500 |
| 7 | Health Care ETF | SP400 | Consumer Staples ETF | SP1500 |
| 8 | Consumer Staples ETF | Health Care ETF | Financials ETF | Health Care ETF |
| 9 | SP400 | Communication Services ETF | Materials ETF | Consumer Staples ETF |
| 10 | Financials ETF | Real Estate ETF | Communication Services ETF | Energy ETF |
| 11 | Consumer Discretionary ETF | Financials ETF | SP400 | Utilities ETF |
| 12 | Real Estate ETF | Industrials ETF | Real Estate ETF | Industrials ETF |
| 13 | Materials ETF | Consumer Staples ETF | SP600 | Real Estate ETF |
| 14 | Communication Services ETF | Utilities ETF | Energy ETF | Communication Services ETF |
| 03-31 | 06-30 | 09-30 | 12-31 | |
|---|---|---|---|---|
| SP1500 | -0.010622 | 0.081757 | 0.041626 | 0.049958 |
| SP500 | -0.011990 | 0.080771 | 0.045646 | 0.050086 |
| SP600 | -0.017768 | 0.080509 | 0.019158 | 0.057970 |
| SP400 | -0.019859 | 0.080174 | 0.020554 | 0.051549 |
| Communication Services ETF | -0.032872 | 0.075995 | 0.022591 | 0.017899 |
| Consumer Discretionary ETF | -0.021214 | 0.120254 | 0.052510 | 0.052777 |
| Consumer Staples ETF | -0.018663 | 0.035480 | 0.034807 | 0.045915 |
| Energy ETF | 0.055913 | 0.096281 | -0.039735 | 0.042416 |
| Financials ETF | -0.020711 | 0.061049 | 0.030176 | 0.065446 |
| Health Care ETF | -0.017923 | 0.078706 | 0.041045 | 0.047467 |
| Industrials ETF | -0.011020 | 0.058300 | 0.045427 | 0.039920 |
| Information Technology ETF | 0.006217 | 0.121831 | 0.068693 | 0.067531 |
| Materials ETF | -0.026671 | 0.082827 | 0.027940 | 0.058669 |
| Real Estate ETF | -0.026416 | 0.075756 | 0.019424 | 0.038472 |
| Utilities ETF | -0.001263 | 0.026125 | 0.039218 | 0.042001 |
Note if the final data in the prices ends on a quarter, this will aggregate into the seasonal_index above and there will be no comparison Current
| 06-14 | |
|---|---|
| Energy ETF | 0.093610 |
| Consumer Staples ETF | -0.087285 |
| Utilities ETF | -0.106792 |
| Materials ETF | -0.127132 |
| Health Care ETF | -0.132440 |
| SP600 | -0.137592 |
| Industrials ETF | -0.154625 |
| SP400 | -0.169115 |
| SP1500 | -0.170565 |
| SP500 | -0.172195 |
| Financials ETF | -0.177428 |
| Real Estate ETF | -0.194242 |
| Information Technology ETF | -0.223828 |
| Communication Services ETF | -0.227572 |
| Consumer Discretionary ETF | -0.252326 |
standard deviations
| 03-31 | 06-30 | 09-30 | 12-31 | |
|---|---|---|---|---|
| SP1500 | 0.134644 | 0.072380 | 0.037999 | 0.110320 |
| SP500 | 0.127411 | 0.070450 | 0.039033 | 0.106496 |
| SP600 | 0.199479 | 0.088447 | 0.037096 | 0.179394 |
| SP400 | 0.157662 | 0.100224 | 0.037075 | 0.138781 |
| Communication Services ETF | 0.138244 | 0.095192 | 0.045269 | 0.123434 |
| Consumer Discretionary ETF | 0.151791 | 0.146922 | 0.083611 | 0.127243 |
| Consumer Staples ETF | 0.096633 | 0.035421 | 0.049261 | 0.063730 |
| Energy ETF | 0.369457 | 0.166709 | 0.099129 | 0.202483 |
| Financials ETF | 0.192299 | 0.053666 | 0.014462 | 0.140299 |
| Health Care ETF | 0.079810 | 0.054107 | 0.065798 | 0.098650 |
| Industrials ETF | 0.178470 | 0.072339 | 0.066050 | 0.134044 |
| Information Technology ETF | 0.135329 | 0.113409 | 0.054569 | 0.136753 |
| Materials ETF | 0.163483 | 0.099766 | 0.065317 | 0.127072 |
| Real Estate ETF | 0.161483 | 0.056090 | 0.032025 | 0.078165 |
| Utilities ETF | 0.092016 | 0.021473 | 0.033841 | 0.054883 |
t scores
| 03-31 | 06-30 | 09-30 | 12-31 | |
|---|---|---|---|---|
| SP1500 | -0.035281 | 0.505153 | 0.489908 | 0.202519 |
| SP500 | -0.042087 | 0.512730 | 0.522980 | 0.210329 |
| SP600 | -0.039834 | 0.407076 | 0.230960 | 0.144515 |
| SP400 | -0.056330 | 0.357747 | 0.247928 | 0.166115 |
| Communication Services ETF | -0.106341 | 0.357027 | 0.223180 | 0.064848 |
| Consumer Discretionary ETF | -0.062503 | 0.366041 | 0.280865 | 0.185493 |
| Consumer Staples ETF | -0.086371 | 0.447954 | 0.315992 | 0.322196 |
| Energy ETF | 0.067680 | 0.258283 | -0.179260 | 0.093682 |
| Financials ETF | -0.048166 | 0.508740 | 0.933164 | 0.208614 |
| Health Care ETF | -0.100433 | 0.650529 | 0.278976 | 0.215182 |
| Industrials ETF | -0.027615 | 0.360421 | 0.307577 | 0.133187 |
| Information Technology ETF | 0.020546 | 0.480423 | 0.562966 | 0.220841 |
| Materials ETF | -0.072960 | 0.371283 | 0.191302 | 0.206478 |
| Real Estate ETF | -0.073157 | 0.604012 | 0.271246 | 0.220111 |
| Utilities ETF | -0.006140 | 0.544116 | 0.518265 | 0.342246 |
p values
| 03-31 | 06-30 | 09-30 | 12-31 | |
|---|---|---|---|---|
| SP1500 | 0.487036 | 0.675887 | 0.671106 | 0.573766 |
| SP500 | 0.484537 | 0.678247 | 0.681422 | 0.576557 |
| SP600 | 0.485364 | 0.644372 | 0.583899 | 0.552872 |
| SP400 | 0.479310 | 0.627889 | 0.589904 | 0.560685 |
| Communication Services ETF | 0.461012 | 0.627646 | 0.581136 | 0.523813 |
| Consumer Discretionary ETF | 0.477047 | 0.630688 | 0.601465 | 0.567662 |
| Consumer Staples ETF | 0.468307 | 0.657720 | 0.613641 | 0.615774 |
| Energy ETF | 0.524851 | 0.593553 | 0.434579 | 0.534366 |
| Financials ETF | 0.482306 | 0.677006 | 0.790214 | 0.575945 |
| Health Care ETF | 0.463168 | 0.719135 | 0.600805 | 0.578288 |
| Industrials ETF | 0.489852 | 0.628793 | 0.610739 | 0.548761 |
| Information Technology ETF | 0.507551 | 0.668108 | 0.693606 | 0.580304 |
| Materials ETF | 0.473215 | 0.632451 | 0.569748 | 0.575182 |
| Real Estate ETF | 0.473143 | 0.705773 | 0.598102 | 0.580044 |
| Utilities ETF | 0.497743 | 0.687902 | 0.679964 | 0.622630 |
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<AxesSubplot:title={'center':'06-30'}>],
[<AxesSubplot:title={'center':'09-30'}>,
<AxesSubplot:title={'center':'12-31'}>]], dtype=object)
| Energy ETF | Consumer Staples ETF | Utilities ETF | Materials ETF | Health Care ETF | SP600 | Industrials ETF | SP400 | SP1500 | SP500 | Financials ETF | Real Estate ETF | Information Technology ETF | Communication Services ETF | Consumer Discretionary ETF | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2017-03-31 00:00:00 | nan | nan | nan | nan | nan | nan | nan | nan | nan | nan | nan | nan | nan | nan | nan |
| 2017-06-30 00:00:00 | -0.078709 | 0.010040 | 0.022113 | 0.026999 | 0.072895 | 0.018327 | 0.042167 | 0.031752 | 0.030375 | 0.030708 | 0.038955 | 0.017375 | 0.041388 | -0.024136 | 0.028386 |
| 2017-09-30 00:00:00 | 0.069612 | -0.012346 | 0.031518 | 0.066617 | 0.040565 | 0.064962 | 0.052781 | 0.035020 | 0.044807 | 0.045666 | 0.052789 | 0.008095 | 0.083223 | 0.015498 | 0.014521 |
| 2017-12-31 00:00:00 | 0.073946 | 0.059268 | 0.000687 | 0.071798 | 0.018576 | 0.038747 | 0.066175 | 0.074139 | 0.066880 | 0.069917 | 0.073683 | 0.012742 | 0.093087 | 0.000763 | 0.097848 |
| 2018-03-31 00:00:00 | -0.078807 | -0.073521 | -0.033734 | -0.072483 | -0.020049 | -0.011631 | -0.033542 | -0.003978 | -0.021321 | -0.024130 | -0.015065 | -0.086159 | 0.020711 | -0.085669 | -0.001942 |
| 2018-06-30 00:00:00 | 0.150528 | 0.006353 | 0.053422 | 0.036210 | 0.055259 | 0.106722 | -0.008057 | 0.045520 | 0.052094 | 0.047568 | -0.011331 | 0.094633 | 0.080437 | 0.035862 | 0.088528 |
| 2018-09-30 00:00:00 | 0.021911 | 0.050064 | 0.019751 | 0.007338 | 0.137698 | 0.032842 | 0.094874 | 0.032902 | 0.070536 | 0.078236 | 0.031675 | 0.000044 | 0.117719 | 0.023115 | 0.066008 |
| 2018-12-31 00:00:00 | -0.267451 | -0.055862 | 0.009925 | -0.154310 | -0.108129 | -0.193040 | -0.183620 | -0.172165 | -0.142834 | -0.137319 | -0.138848 | -0.058855 | -0.174415 | -0.143117 | -0.162070 |
| 2019-03-31 00:00:00 | 0.178564 | 0.111156 | 0.103055 | 0.126958 | 0.081835 | 0.124660 | 0.183161 | 0.157497 | 0.151853 | 0.144236 | 0.109942 | 0.173365 | 0.217473 | 0.139541 | 0.157197 |
| 2019-06-30 00:00:00 | -0.048754 | 0.036556 | 0.035855 | 0.040951 | 0.017469 | 0.010843 | 0.034436 | 0.030815 | 0.039106 | 0.040369 | 0.067026 | 0.015389 | 0.054745 | 0.035928 | 0.040127 |
| 2019-09-30 00:00:00 | -0.075658 | 0.056319 | 0.090872 | -0.013089 | -0.035439 | -0.004200 | 0.004465 | -0.009122 | 0.006291 | 0.011423 | 0.013235 | 0.075811 | 0.016115 | -0.002023 | 0.002509 |
| 2019-12-31 00:00:00 | 0.054552 | 0.036517 | 0.002011 | 0.066971 | 0.147851 | 0.082573 | 0.058155 | 0.066590 | 0.090490 | 0.089876 | 0.096390 | 0.005745 | 0.139034 | 0.086727 | 0.056223 |
| 2020-03-31 00:00:00 | -0.523877 | -0.141472 | -0.141270 | -0.278876 | -0.131539 | -0.328050 | -0.279339 | -0.247693 | -0.205302 | -0.194477 | -0.330709 | -0.241350 | -0.131215 | -0.187109 | -0.231167 |
| 2020-06-30 00:00:00 | 0.332245 | 0.094561 | 0.024507 | 0.260712 | 0.164463 | 0.223617 | 0.182339 | 0.259149 | 0.206715 | 0.201618 | 0.135641 | 0.135399 | 0.318555 | 0.224230 | 0.379795 |
| 2020-09-30 00:00:00 | -0.188315 | 0.098022 | 0.051209 | 0.120651 | 0.062281 | 0.032878 | 0.118587 | 0.068091 | 0.086119 | 0.090383 | 0.028859 | 0.013268 | 0.120087 | 0.097573 | 0.192380 |
| 2020-12-31 00:00:00 | 0.300830 | 0.074374 | 0.073335 | 0.172363 | 0.101111 | 0.312278 | 0.178685 | 0.211458 | 0.132216 | 0.121185 | 0.253698 | 0.092916 | 0.138205 | 0.182130 | 0.172875 |
| 2021-03-31 00:00:00 | 0.324479 | 0.030385 | 0.031042 | 0.105419 | 0.025327 | 0.184526 | 0.116450 | 0.084662 | 0.070761 | 0.063518 | 0.165207 | 0.087920 | 0.015110 | 0.083288 | 0.073815 |
| 2021-06-30 00:00:00 | 0.126094 | 0.029888 | -0.005272 | 0.049264 | 0.083442 | 0.043034 | 0.040613 | 0.033635 | 0.080495 | 0.083593 | 0.074954 | 0.115985 | 0.114030 | 0.108092 | 0.064435 |
| 2021-09-30 00:00:00 | -0.026222 | -0.018026 | 0.002739 | -0.041816 | 0.000121 | -0.030694 | -0.043573 | -0.024123 | 0.000378 | 0.002523 | 0.024323 | -0.000098 | 0.006319 | -0.021207 | -0.012866 |
| 2021-12-31 00:00:00 | 0.050203 | 0.115277 | 0.124048 | 0.136524 | 0.077925 | 0.049293 | 0.080207 | 0.077726 | 0.103038 | 0.106772 | 0.042310 | 0.139811 | 0.141743 | -0.037011 | 0.099010 |
| 2022-03-31 00:00:00 | 0.379204 | -0.019862 | 0.034591 | -0.014374 | -0.045192 | -0.058344 | -0.041831 | -0.089783 | -0.049102 | -0.049099 | -0.032929 | -0.065856 | -0.090992 | -0.114414 | -0.103975 |
| 2022-06-14 00:00:00 | 0.093610 | -0.087285 | -0.106792 | -0.127132 | -0.132440 | -0.137592 | -0.154625 | -0.169115 | -0.170565 | -0.172195 | -0.177428 | -0.194242 | -0.223828 | -0.227572 | -0.252326 |
| 2017-03-31 00:00:00 | 2017-06-30 00:00:00 | 2017-09-30 00:00:00 | 2017-12-31 00:00:00 | 2018-03-31 00:00:00 | 2018-06-30 00:00:00 | 2018-09-30 00:00:00 | 2018-12-31 00:00:00 | 2019-03-31 00:00:00 | 2019-06-30 00:00:00 | 2019-09-30 00:00:00 | 2019-12-31 00:00:00 | 2020-03-31 00:00:00 | 2020-06-30 00:00:00 | 2020-09-30 00:00:00 | 2020-12-31 00:00:00 | 2021-03-31 00:00:00 | 2021-06-30 00:00:00 | 2021-09-30 00:00:00 | 2021-12-31 00:00:00 | 2022-03-31 00:00:00 | 2022-06-14 00:00:00 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | SP1500 | Health Care ETF | Information Technology ETF | Consumer Discretionary ETF | Information Technology ETF | Energy ETF | Health Care ETF | Utilities ETF | Information Technology ETF | Financials ETF | Utilities ETF | Health Care ETF | Information Technology ETF | Consumer Discretionary ETF | Consumer Discretionary ETF | SP600 | Energy ETF | Energy ETF | Financials ETF | Information Technology ETF | Energy ETF | Energy ETF |
| 1 | SP500 | Industrials ETF | Energy ETF | Information Technology ETF | Consumer Discretionary ETF | SP600 | Information Technology ETF | Consumer Staples ETF | Industrials ETF | Information Technology ETF | Real Estate ETF | Information Technology ETF | Health Care ETF | Energy ETF | Materials ETF | Energy ETF | SP600 | Real Estate ETF | Information Technology ETF | Real Estate ETF | Utilities ETF | Consumer Staples ETF |
| 2 | SP600 | Information Technology ETF | Materials ETF | SP400 | SP400 | Real Estate ETF | Industrials ETF | Real Estate ETF | Energy ETF | Materials ETF | Consumer Staples ETF | Financials ETF | Utilities ETF | Information Technology ETF | Information Technology ETF | Financials ETF | Financials ETF | Information Technology ETF | Utilities ETF | Materials ETF | Materials ETF | Utilities ETF |
| 3 | SP400 | Financials ETF | SP600 | Energy ETF | SP600 | Consumer Discretionary ETF | SP500 | Health Care ETF | Real Estate ETF | SP500 | Information Technology ETF | SP1500 | Consumer Staples ETF | Materials ETF | Industrials ETF | SP400 | Industrials ETF | Communication Services ETF | SP500 | Utilities ETF | Consumer Staples ETF | Materials ETF |
| 4 | Communication Services ETF | SP400 | Financials ETF | Financials ETF | Financials ETF | Information Technology ETF | SP1500 | SP500 | SP400 | Consumer Discretionary ETF | Financials ETF | SP500 | Communication Services ETF | SP400 | Consumer Staples ETF | Communication Services ETF | Materials ETF | SP500 | SP1500 | Consumer Staples ETF | Financials ETF | Health Care ETF |
| 5 | Consumer Discretionary ETF | SP500 | Industrials ETF | Materials ETF | Health Care ETF | Health Care ETF | Consumer Discretionary ETF | Financials ETF | Consumer Discretionary ETF | SP1500 | SP500 | Communication Services ETF | SP500 | Communication Services ETF | Communication Services ETF | Industrials ETF | Real Estate ETF | Health Care ETF | Health Care ETF | SP500 | Industrials ETF | SP600 |
| 6 | Consumer Staples ETF | SP1500 | SP500 | SP500 | SP1500 | Utilities ETF | Consumer Staples ETF | SP1500 | SP1500 | Consumer Staples ETF | SP1500 | SP600 | SP1500 | SP600 | SP500 | Consumer Discretionary ETF | SP400 | SP1500 | Real Estate ETF | SP1500 | Health Care ETF | Industrials ETF |
| 7 | Energy ETF | Consumer Discretionary ETF | SP1500 | SP1500 | SP500 | SP1500 | SP400 | Communication Services ETF | SP500 | Communication Services ETF | Industrials ETF | Materials ETF | Consumer Discretionary ETF | SP1500 | SP1500 | Materials ETF | Communication Services ETF | Financials ETF | Consumer Discretionary ETF | Consumer Discretionary ETF | SP500 | SP400 |
| 8 | Financials ETF | Materials ETF | Health Care ETF | Industrials ETF | Industrials ETF | SP500 | SP600 | Materials ETF | Communication Services ETF | Utilities ETF | Consumer Discretionary ETF | SP400 | Real Estate ETF | SP500 | SP400 | Information Technology ETF | Consumer Discretionary ETF | Consumer Discretionary ETF | Consumer Staples ETF | Industrials ETF | SP1500 | SP1500 |
| 9 | Health Care ETF | Utilities ETF | SP400 | Consumer Staples ETF | Utilities ETF | SP400 | Financials ETF | Consumer Discretionary ETF | Materials ETF | Industrials ETF | Communication Services ETF | Industrials ETF | SP400 | Industrials ETF | Health Care ETF | SP1500 | SP1500 | Materials ETF | Communication Services ETF | Health Care ETF | SP600 | SP500 |
| 10 | Industrials ETF | SP600 | Utilities ETF | SP600 | Materials ETF | Materials ETF | Communication Services ETF | SP400 | SP600 | SP400 | SP600 | Consumer Discretionary ETF | Materials ETF | Health Care ETF | Utilities ETF | SP500 | SP500 | SP600 | SP400 | SP400 | Real Estate ETF | Financials ETF |
| 11 | Information Technology ETF | Real Estate ETF | Communication Services ETF | Health Care ETF | Consumer Staples ETF | Communication Services ETF | Energy ETF | Information Technology ETF | Consumer Staples ETF | Health Care ETF | SP400 | Energy ETF | Industrials ETF | Financials ETF | SP600 | Health Care ETF | Utilities ETF | Industrials ETF | Energy ETF | Energy ETF | SP400 | Real Estate ETF |
| 12 | Materials ETF | Consumer Staples ETF | Consumer Discretionary ETF | Real Estate ETF | Energy ETF | Consumer Staples ETF | Utilities ETF | Industrials ETF | Financials ETF | Real Estate ETF | Materials ETF | Consumer Staples ETF | SP600 | Real Estate ETF | Financials ETF | Real Estate ETF | Consumer Staples ETF | SP400 | SP600 | SP600 | Information Technology ETF | Information Technology ETF |
| 13 | Real Estate ETF | Communication Services ETF | Real Estate ETF | Communication Services ETF | Communication Services ETF | Industrials ETF | Materials ETF | SP600 | Utilities ETF | SP600 | Health Care ETF | Real Estate ETF | Financials ETF | Consumer Staples ETF | Real Estate ETF | Consumer Staples ETF | Health Care ETF | Consumer Staples ETF | Materials ETF | Financials ETF | Consumer Discretionary ETF | Communication Services ETF |
| 14 | Utilities ETF | Energy ETF | Consumer Staples ETF | Utilities ETF | Real Estate ETF | Financials ETF | Real Estate ETF | Energy ETF | Health Care ETF | Energy ETF | Energy ETF | Utilities ETF | Energy ETF | Utilities ETF | Energy ETF | Utilities ETF | Information Technology ETF | Utilities ETF | Industrials ETF | Communication Services ETF | Communication Services ETF | Consumer Discretionary ETF |
Comparative to Seasonal Indexes, tells you who is over or underperforming. This is Seasonal Index - Extrapolated Current Quarter. +: seasonal > current -: current > seasonal Note if the final data in the prices ends on a quarter, this will aggregate into the seasonal_index above and there will be no comparison
| 2022-06-14 | |
|---|---|
| Information Technology ETF | 0.101468 |
| Consumer Discretionary ETF | 0.100144 |
| Energy ETF | 0.080032 |
| Materials ETF | 0.068776 |
| SP1500 | 0.067882 |
| SP500 | 0.067058 |
| SP600 | 0.066839 |
| SP400 | 0.066560 |
| Health Care ETF | 0.065333 |
| Communication Services ETF | 0.063069 |
| Real Estate ETF | 0.062870 |
| Financials ETF | 0.050604 |
| Industrials ETF | 0.048315 |
| Consumer Staples ETF | 0.029348 |
| Utilities ETF | 0.021593 |
| 2017-03-31 00:00:00 | 2017-06-30 00:00:00 | 2017-09-30 00:00:00 | 2017-12-31 00:00:00 | 2018-03-31 00:00:00 | 2018-06-30 00:00:00 | 2018-09-30 00:00:00 | 2018-12-31 00:00:00 | 2019-03-31 00:00:00 | 2019-06-30 00:00:00 | 2019-09-30 00:00:00 | 2019-12-31 00:00:00 | 2020-03-31 00:00:00 | 2020-06-30 00:00:00 | 2020-09-30 00:00:00 | 2020-12-31 00:00:00 | 2021-03-31 00:00:00 | 2021-06-30 00:00:00 | 2021-09-30 00:00:00 | 2021-12-31 00:00:00 | 2022-03-31 00:00:00 | 2022-06-14 00:00:00 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | SP1500 | Utilities ETF | Energy ETF | Consumer Discretionary ETF | Consumer Discretionary ETF | Energy ETF | Health Care ETF | Utilities ETF | Information Technology ETF | Utilities ETF | Real Estate ETF | Health Care ETF | Health Care ETF | Consumer Discretionary ETF | Consumer Discretionary ETF | Energy ETF | Energy ETF | Real Estate ETF | Energy ETF | Real Estate ETF | Energy ETF | Information Technology ETF |
| 1 | SP500 | Health Care ETF | SP600 | Energy ETF | SP400 | Utilities ETF | Energy ETF | Real Estate ETF | Real Estate ETF | Financials ETF | Utilities ETF | Information Technology ETF | Consumer Staples ETF | Energy ETF | Materials ETF | SP600 | SP600 | Communication Services ETF | Financials ETF | Utilities ETF | Utilities ETF | Consumer Discretionary ETF |
| 2 | SP600 | Industrials ETF | Materials ETF | Industrials ETF | Information Technology ETF | SP600 | Industrials ETF | Consumer Staples ETF | Industrials ETF | Consumer Staples ETF | Consumer Staples ETF | Communication Services ETF | Information Technology ETF | Information Technology ETF | Communication Services ETF | Financials ETF | Financials ETF | Energy ETF | Real Estate ETF | Materials ETF | Materials ETF | Energy ETF |
| 3 | SP400 | Financials ETF | Financials ETF | Information Technology ETF | SP600 | Real Estate ETF | Information Technology ETF | Health Care ETF | Consumer Discretionary ETF | Industrials ETF | Financials ETF | SP1500 | Utilities ETF | SP400 | Industrials ETF | Communication Services ETF | Materials ETF | Financials ETF | Utilities ETF | Information Technology ETF | Consumer Staples ETF | Materials ETF |
| 4 | Communication Services ETF | Consumer Staples ETF | Information Technology ETF | SP400 | Financials ETF | Health Care ETF | SP500 | Communication Services ETF | SP400 | Communication Services ETF | SP600 | SP500 | Communication Services ETF | Materials ETF | Consumer Staples ETF | SP400 | Industrials ETF | Health Care ETF | Health Care ETF | Consumer Staples ETF | Financials ETF | SP1500 |
| 5 | Consumer Discretionary ETF | SP400 | SP400 | SP500 | Health Care ETF | Consumer Staples ETF | SP1500 | SP500 | Communication Services ETF | SP500 | Communication Services ETF | Financials ETF | SP500 | Communication Services ETF | Information Technology ETF | Industrials ETF | Communication Services ETF | SP500 | SP1500 | SP500 | Health Care ETF | SP500 |
| 6 | Consumer Staples ETF | SP500 | Industrials ETF | SP1500 | SP1500 | SP1500 | Consumer Staples ETF | SP1500 | SP1500 | Materials ETF | SP400 | SP600 | SP1500 | SP600 | SP400 | Consumer Discretionary ETF | Real Estate ETF | SP1500 | SP500 | SP1500 | Industrials ETF | SP600 |
| 7 | Energy ETF | SP1500 | SP1500 | Consumer Staples ETF | SP500 | Consumer Discretionary ETF | SP600 | Financials ETF | SP500 | SP1500 | SP500 | Industrials ETF | Consumer Discretionary ETF | SP1500 | SP500 | Materials ETF | SP400 | Consumer Staples ETF | Communication Services ETF | Consumer Discretionary ETF | SP500 | SP400 |
| 8 | Financials ETF | Materials ETF | SP500 | Materials ETF | Industrials ETF | SP500 | Consumer Discretionary ETF | Materials ETF | Materials ETF | SP400 | SP1500 | SP400 | Real Estate ETF | Industrials ETF | SP1500 | SP1500 | Consumer Discretionary ETF | Information Technology ETF | SP400 | Industrials ETF | SP1500 | Health Care ETF |
| 9 | Health Care ETF | Real Estate ETF | Health Care ETF | Financials ETF | Utilities ETF | SP400 | SP400 | Consumer Discretionary ETF | SP600 | Real Estate ETF | Energy ETF | Energy ETF | SP400 | SP500 | Health Care ETF | SP500 | SP1500 | Industrials ETF | SP600 | Health Care ETF | Real Estate ETF | Communication Services ETF |
| 10 | Industrials ETF | SP600 | Communication Services ETF | Communication Services ETF | Materials ETF | Communication Services ETF | Financials ETF | Industrials ETF | Financials ETF | Health Care ETF | Industrials ETF | Materials ETF | Materials ETF | Health Care ETF | SP600 | Information Technology ETF | SP500 | Utilities ETF | Consumer Staples ETF | SP400 | SP600 | Real Estate ETF |
| 11 | Information Technology ETF | Information Technology ETF | Utilities ETF | SP600 | Communication Services ETF | Information Technology ETF | Communication Services ETF | SP400 | Consumer Staples ETF | Information Technology ETF | Materials ETF | Consumer Discretionary ETF | Industrials ETF | Financials ETF | Utilities ETF | Real Estate ETF | Consumer Staples ETF | Materials ETF | Information Technology ETF | Energy ETF | SP400 | Financials ETF |
| 12 | Materials ETF | Consumer Discretionary ETF | Real Estate ETF | Real Estate ETF | Consumer Staples ETF | Materials ETF | Real Estate ETF | Information Technology ETF | Energy ETF | SP600 | Consumer Discretionary ETF | Consumer Staples ETF | Financials ETF | Real Estate ETF | Financials ETF | Health Care ETF | Health Care ETF | SP600 | Consumer Discretionary ETF | SP600 | Communication Services ETF | Industrials ETF |
| 13 | Real Estate ETF | Communication Services ETF | Consumer Discretionary ETF | Health Care ETF | Real Estate ETF | Industrials ETF | Utilities ETF | SP600 | Utilities ETF | Consumer Discretionary ETF | Information Technology ETF | Real Estate ETF | SP600 | Consumer Staples ETF | Real Estate ETF | Utilities ETF | Utilities ETF | SP400 | Materials ETF | Financials ETF | Consumer Discretionary ETF | Consumer Staples ETF |
| 14 | Utilities ETF | Energy ETF | Consumer Staples ETF | Utilities ETF | Energy ETF | Financials ETF | Materials ETF | Energy ETF | Health Care ETF | Energy ETF | Health Care ETF | Utilities ETF | Energy ETF | Utilities ETF | Energy ETF | Consumer Staples ETF | Information Technology ETF | Consumer Discretionary ETF | Industrials ETF | Communication Services ETF | Information Technology ETF | Utilities ETF |
| Index | Symbol | risk_trend_factor | |
|---|---|---|---|
| 0 | SP500 | SPY | -3.321707 |
| 1 | SP1500 | SPTM | -3.358764 |
| 2 | SP400 | MDYG | -4.591661 |
| 3 | SP600 | SLY | -4.866667 |
| Symbol | risk_trend_factor | Sector | |
|---|---|---|---|
| 3 | VDE | 1.395093 | Energy ETF |
| 2 | VDC | -2.027309 | Consumer Staples ETF |
| 10 | VPU | -2.036765 | Utilities ETF |
| 8 | VAW | -2.726447 | Materials ETF |
| 9 | VNQ | -2.883868 | Real Estate ETF |
| 5 | VHT | -2.889925 | Health Care ETF |
| 4 | VFH | -4.046674 | Financials ETF |
| 6 | VIS | -4.146982 | Industrials ETF |
| 1 | VCR | -4.247322 | Consumer Discretionary ETF |
| 7 | VGT | -4.508045 | Information Technology ETF |
| 0 | VOX | -6.489858 | Communication Services ETF |
Rolling Quarterly Mean Return
Quarterly Returns
0.812633541825487
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2744307430.py:13: SettingWithCopyWarning: A value is trying to be set on a copy of a slice from a DataFrame. Try using .loc[row_indexer,col_indexer] = value instead See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy temp_sm.iloc[np.where(temp_sm.index==spdr__)][['index']] = spdr__i C:\Users\User\AppData\Local\Programs\Python\Python39\lib\site-packages\pandas\core\indexing.py:1637: SettingWithCopyWarning: A value is trying to be set on a copy of a slice from a DataFrame See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy self._setitem_single_block(indexer, value, name) C:\Users\User\AppData\Local\Programs\Python\Python39\lib\site-packages\pandas\core\indexing.py:692: SettingWithCopyWarning: A value is trying to be set on a copy of a slice from a DataFrame See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy iloc._setitem_with_indexer(indexer, value, self.name) C:\Users\User\AppData\Local\Temp\ipykernel_7384\2744307430.py:14: SettingWithCopyWarning: A value is trying to be set on a copy of a slice from a DataFrame. Try using .loc[row_indexer,col_indexer] = value instead See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy temp_sm.iloc[np.where(temp_sm.index==spdr__)][['index_Symbol']] = spdr__
array([[<AxesSubplot:title={'center':'risk_trend_factor'}>]], dtype=object)
1520
Index(['Symbol', 'max_2y', 'min_2y', 'std_2y', 'mean_2y', 'max_1y', 'min_1y',
'std_1y', 'mean_1y', 'latest_p', '2yr_close_0pct', '2yr_close_2pct',
'2yr_close_9pct', '2yr_close_25pct', '2yr_close_50pct',
'2yr_close_75pct', '2yr_close_91pct', '2yr_close_98pct',
'2yr_close_100pct', '1yr_close_0pct', '1yr_close_2pct',
'1yr_close_9pct', '1yr_close_25pct', '1yr_close_50pct',
'2yr_close_75pct', '1yr_close_91pct', '1yr_close_98pct',
'1yr_close_100pct', 'risk_trend_factor', 'supply_trend_1yr',
'supply_trend_60d', 'supply_trend_30d', 'vol_30d_2yr', 'pct_1yr',
'pct_2yr', 'MIN_Lookback_One_Year', 'MIN_Lookback_2_Months',
'MIN_Lookback_1_Months', 'vol_30d', 'volume_factor', 'adf', 'hurst',
'1YMF', 'Market Index', 'Sector'],
dtype='object')
| Symbol | latest_p | risk_trend_factor | adf | hurst | Sector | Market Index | vol_30d_2yr | |
|---|---|---|---|---|---|---|---|---|
| 0 | ACC | 64.419998 | 19.217024 | 0.979637 | 0.418255 | error | SP400 | 13781055000.0 |
| 1 | MTOR | 36.0 | 5.543488 | 0.304331 | 0.434725 | Consumer Cyclical | SP600 | 7888381900.0 |
| 2 | Y | 832.0 | 2.342256 | 0.38518 | 0.458449 | Financial Services | SP400 | 828602100.0 |
| 3 | TWI | 19.15 | 1.92163 | 0.891295 | 0.499041 | Industrials | SP600 | 5400736000.0 |
| 4 | PBF | 38.919998 | 1.908312 | 0.699548 | 0.555964 | Energy | SP600 | 47517805800.0 |
| 5 | SAFM | 207.410004 | 1.772278 | 0.669942 | 0.477196 | Consumer Defensive | SP400 | 2596619200.0 |
| 6 | MPC | 102.669998 | 1.736425 | 0.977688 | 0.523103 | Energy | SP500 | 72756266000.0 |
| 7 | DVN | 70.589996 | 1.66933 | 0.988553 | 0.552856 | Energy | SP500 | 121752263500.0 |
| 8 | VLO | 133.75 | 1.628343 | 0.922874 | 0.537334 | Energy | SP500 | 46297639500.0 |
| 9 | COP | 111.489998 | 1.627301 | 0.980711 | 0.490397 | Energy | SP500 | 96861604200.0 |
| 10 | LNTH | 62.580002 | 1.62217 | 0.98634 | 0.532554 | Healthcare | SP600 | 7190737100.0 |
| 11 | MRO | 28.790001 | 1.564966 | 0.948885 | 0.544141 | Energy | SP500 | 252220800100.0 |
| 12 | APA | 46.0 | 1.525584 | 0.413628 | 0.447575 | Energy | SP500 | 105341198700.0 |
| 13 | XOM | 96.099998 | 1.519786 | 0.958139 | 0.535838 | Energy | SP500 | 282584082100.0 |
| 14 | NTUS | 31.790001 | 1.497267 | 0.159539 | 0.413711 | Healthcare | SP600 | 2379907100.0 |
| 15 | BANF | 91.309998 | 1.492805 | 0.916616 | 0.536421 | error | SP600 | 1269485800.0 |
| 16 | SM | 48.68 | 1.482713 | 0.962497 | 0.477599 | Energy | SP600 | 43971070600.0 |
| 17 | FANG | 149.630005 | 1.431262 | 0.795622 | 0.471983 | Energy | SP500 | 30862818500.0 |
| 18 | MUSA | 233.460007 | 1.409106 | 0.994555 | 0.410124 | Consumer Cyclical | SP400 | 2942817400.0 |
| 19 | VDE | 117.059998 | 1.395093 | 0.890286 | 0.520485 | error | NaN | 13219432500.0 |
| 20 | PDCE | 81.650002 | 1.370913 | 0.723739 | 0.494349 | Energy | SP400 | 12710569500.0 |
| 21 | MTDR | 61.389999 | 1.32419 | 0.97374 | 0.466991 | Energy | SP400 | 25155623800.0 |
| 22 | CVX | 167.550003 | 1.282539 | 0.949121 | 0.497243 | Energy | SP500 | 121494374800.0 |
| 23 | DINO | 52.709999 | 1.260593 | 0.358718 | 0.56268 | Energy | SP400 | 26318648400.0 |
| 24 | MCK | 306.519989 | 1.252954 | 0.998289 | 0.462444 | Healthcare | SP500 | 11748608200.0 |
| 25 | PXD | 264.549988 | 1.247964 | 0.912273 | 0.497407 | Energy | SP500 | 24263857900.0 |
| 26 | HRB | 34.380001 | 1.229135 | 0.725167 | 0.435532 | Consumer Cyclical | SP400 | 27760839000.0 |
| 27 | SWX | 87.040001 | 1.106403 | 0.145807 | 0.399565 | Utilities | SP400 | 4573768600.0 |
| 28 | CIVI | 72.260002 | 1.099358 | 0.000891 | 0.485954 | Energy | SP600 | 5736171600.0 |
| 29 | CEIX | 48.619999 | 1.087891 | 0.88812 | 0.521633 | Energy | SP600 | 5252640900.0 |
| 30 | CTRA | 31.110001 | 1.075726 | 0.297053 | 0.466999 | Energy | SP500 | 85091501400.0 |
| 31 | EOG | 131.259995 | 1.058399 | 0.811415 | 0.485527 | Energy | SP500 | 49783403200.0 |
| 32 | ROCC | 45.240002 | 1.052877 | 0.622824 | 0.579733 | Energy | SP600 | 6186219000.0 |
| 33 | HES | 120.07 | 1.04224 | 0.938257 | 0.449035 | Energy | SP500 | 24607383000.0 |
| 34 | TVTY | 31.6 | 1.0 | 0.510164 | 0.449517 | error | SP600 | 5611692500.0 |
| 35 | OXY | 62.09 | 0.96757 | 0.738509 | 0.544974 | Energy | SP500 | 256214422000.0 |
| 36 | MUR | 41.580002 | 0.843595 | 0.791664 | 0.454943 | Energy | SP400 | 33077715200.0 |
| 37 | AZPN | 184.309998 | 0.82682 | 0.752504 | 0.381769 | Technology | SP400 | 4840968000.0 |
nominal, pct_change, pct_change().cumsum Market volatility
Consumer Confidence
Unemployment
Inflation
Interest Rates
10 Year to 3 Month
Recession Indicator
Symbol
ACC 13781055000.0
MTOR 7888381900.0
Y 828602100.0
TWI 5400736000.0
PBF 47517805800.0
...
GXO NaN
CCSI NaN
AIRC NaN
HRMY NaN
JW-A missing
Name: vol_30d_2yr, Length: 1520, dtype: object
C:\Users\User\AppData\Local\Programs\Python\Python39\lib\site-packages\distributed\client.py:1265: VersionMismatchWarning: Mismatched versions found +-------------+---------------+---------------+---------------+ | Package | client | scheduler | workers | +-------------+---------------+---------------+---------------+ | dask | 2022.01.1 | 2021.11.2 | 2021.11.2 | | distributed | 2022.01.1 | 2021.11.2 | 2021.11.2 | | lz4 | 3.1.3 | 3.1.10 | 3.1.10 | | python | 3.9.7.final.0 | 3.9.9.final.0 | 3.9.9.final.0 | | toolz | 0.11.1 | 0.11.2 | 0.11.2 | +-------------+---------------+---------------+---------------+ warnings.warn(version_module.VersionMismatchWarning(msg[0]["warning"]))
adf < .05 or .01, mean reverting
Hurst
> .5 - The time series is mean reverting.
= .5 - The time series is a Geometric Brownian Motion.
< .5 - The time series is trending.
symbol: SPY
sector: error
sector: error
Index: SP500
vol_30d_2yr: 880461857300.0
Sector 1YMF: -263.8100280761719
1YMF: 0.0022075805827187875
risk trend factor: -3.321707170400029
totalAssets trailingPE
SPY 3.710190e+11 2.63136
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-14 | 373.869995 | 377.05431 | 400.804286 | 424.554262 | 422.745398 | 23.333621 | 376.078155 | 469.41264 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| SPY | 0.002208 | 373.869995 | 880461857300.0 | 0.413919 | 0.695366 | 0.422162 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | risk_trend_factor |
| black | linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)
ets next 13 weeks inner cv scores: [896.8975766275627, 896.8975918004722, 896.8975735235356, 896.8975999236275] inner cv sdevs: [664.5686910942507, 664.5686789100486, 664.5686719967034, 664.5686974109883] best model: ['F', 'F'] best inner cv score, sdev (11 folds): 896.8975735235356 664.5686719967034 test cv mean error, stdev (10 folds): [944.4210566860951, 678.9502274418586] sell date: 2022-08-28 expected return: 0.031069868742507327 discounted return: 0.00041355806825960073 quarter return: 1.0387722397385468
['options', ('2022-06-17', '2022-06-30', '2022-09-16', '2022-09-30', '2022-12-16', '2023-01-20', '2023-03-17', '2023-06-16', '2023-12-15', '2024-01-19', '2024-12-20')]
symbol: SPTM
sector: error
sector: error
Index: SP1500
vol_30d_2yr: 5201844300.0
Sector 1YMF: -32.58000946044922
1YMF: 0.0030551471907761638
risk trend factor: -3.3587635977232946
Empty DataFrame
Columns: []
Index: [SPTM]
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-14 | 46.099998 | 46.489957 | 49.444444 | 52.398932 | 52.094127 | 2.828054 | 46.43802 | 57.750234 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| SPTM | 0.003055 | 46.099998 | 5201844300.0 | 0.423367 | 0.683931 | 0.429284 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | risk_trend_factor |
| black | linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)
ets next 13 weeks inner cv scores: [13.691379393897245, 13.691379393897245, 13.691379421717125, 13.691379219975392] inner cv sdevs: [10.047228454226708, 10.047228454226708, 10.047228450840223, 10.047228107538883] best model: ['F', 'T'] best inner cv score, sdev (11 folds): 13.691379219975392 10.047228107538883 test cv mean error, stdev (10 folds): [14.411595905559233, 10.263315717261595] sell date: 2022-08-28 expected return: 0.03377647922453026 discounted return: 0.00044900052402097046 quarter return: 1.042163433829165
['options', ('2022-06-17',)]
symbol: MDYG
sector: error
sector: error
Index: SP400
vol_30d_2yr: 2570312700.0
Sector 1YMF: -63.869998931884766
1YMF: 0.0011014613124698796
risk trend factor: -4.591660649354175
Empty DataFrame
Columns: []
Index: [MDYG]
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-14 | 61.66 | 61.685558 | 66.113175 | 70.540792 | 69.694445 | 3.996942 | 61.70056 | 77.688329 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| MDYG | 0.001101 | 61.66 | 2570312700.0 | 0.308819 | 0.549257 | 0.452092 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | risk_trend_factor |
| black | linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)
ets next 13 weeks inner cv scores: [36.61053237685582, 36.61053239832299, 36.61053237685582, 36.61053232137597] inner cv sdevs: [32.65372604592799, 32.65372602719306, 32.65372604592799, 32.65372601883619] best model: ['F', 'T'] best inner cv score, sdev (11 folds): 36.61053232137597 32.65372601883619 test cv mean error, stdev (10 folds): [39.399144320764556, 32.975028200307406] sell date: 2022-08-14 expected return: 0.044351153582295647 discounted return: 0.0007235247330383832 quarter return: 1.0688039361821564
['options', ('2022-06-17',)]
symbol: SLY
sector: error
sector: error
Index: SP600
vol_30d_2yr: 928269400.0
Sector 1YMF: -69.3499984741211
1YMF: 0.0022254315395940014
risk trend factor: -4.866666559587445
totalAssets
SLY 1.703341e+09
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-14 | 80.730003 | 80.784692 | 85.904285 | 91.023878 | 88.959683 | 4.13917 | 80.681342 | 97.238024 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| SLY | 0.002225 | 80.730003 | 928269400.0 | 0.502933 | 0.580461 | 0.514913 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | risk_trend_factor |
| black | linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)
ets next 13 weeks inner cv scores: [63.2394369051782, 63.2394368196984, 63.23943695976586, 63.239436960512734] inner cv sdevs: [56.49895888480584, 56.49895893730717, 56.49895924650045, 56.49895910269093] best model: ['T', 'F'] best inner cv score, sdev (11 folds): 63.2394368196984 56.49895893730717 test cv mean error, stdev (10 folds): [66.84056960033242, 58.0404678456298] sell date: 2022-08-14 expected return: 0.0453239070838725 discounted return: 0.0007390529038044935 quarter return: 1.0703307944202143
symbol: VDE
sector: error
sector: Energy
Index: nan
vol_30d_2yr: 13219432500.0
Sector 1YMF: 43.219993591308594
1YMF: 0.0015231818763778249
risk trend factor: 1.395093250744777
totalAssets trailingPE
VDE 9.791998e+09 9.531159
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-14 | 117.059998 | 110.042752 | 120.133016 | 130.223281 | 112.220159 | 6.984736 | 98.250688 | 126.189631 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| VDE | 0.001523 | 117.059998 | 13219432500.0 | 0.85821 | 0.890286 | 0.520485 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | risk_trend_factor |
| black | linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)
ets next 13 weeks inner cv scores: [159.12369199654069, 159.12369203331647, 159.1236920328821, 159.1236921381809] inner cv sdevs: [181.54981239622683, 181.54981234355023, 181.54981238173517, 181.54981243891243] best model: ['T', 'T'] best inner cv score, sdev (11 folds): 159.12369199654069 181.54981239622683 test cv mean error, stdev (10 folds): [174.1935106323338, 183.7342484583649] sell date: 2022-09-18 expected return: 0.09949443558493525 discounted return: 0.000998924594639794 quarter return: 1.0962060713271222
['options', ('2022-06-17',)]
symbol: VDC
sector: error
sector: Consumer Defensive
Index: nan
vol_30d_2yr: 1677598400.0
Sector 1YMF: -66.07002258300781
1YMF: 0.0028162878553055367
risk trend factor: -2.0273089620421954
totalAssets
VDC 8.239956e+09
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-14 | 178.809998 | 178.659124 | 188.147461 | 197.635797 | 195.320794 | 7.023074 | 181.274647 | 209.366942 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| VDC | 0.002816 | 178.809998 | 1677598400.0 | 0.516069 | 0.790338 | 0.356259 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | risk_trend_factor |
| black | linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)
ets next 13 weeks inner cv scores: [78.12379230339916, 78.12374333491836, 78.1237918402513, 78.12380427872517] inner cv sdevs: [41.898262859542285, 41.8981972659733, 41.89826163735926, 41.89824319907534] best model: ['T', 'F'] best inner cv score, sdev (11 folds): 78.12374333491836 41.8981972659733 test cv mean error, stdev (10 folds): [78.14556971924652, 43.94319756772432] sell date: 2022-07-24 expected return: 0.042086603909973055 discounted return: 0.0010576115189662172 quarter return: 1.102134598042263
['options', ('2022-07-15',)]
symbol: VPU
sector: error
sector: Utilities
Index: nan
vol_30d_2yr: 2572686100.0
Sector 1YMF: -49.86000061035156
1YMF: 0.002030212702591272
risk trend factor: -2.0367650862888413
totalAssets
VPU 7.799146e+09
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-14 | 144.529999 | 149.475374 | 158.290953 | 167.106531 | 159.121428 | 4.658368 | 149.804693 | 168.438164 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| VPU | 0.00203 | 144.529999 | 2572686100.0 | 0.51674 | 0.602637 | 0.294964 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | risk_trend_factor |
| black | linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)
ets next 13 weeks inner cv scores: [49.03168023764127, 49.03168018678877, 49.031678804539226, 49.03168022067991] inner cv sdevs: [48.373685674526264, 48.37368568992851, 48.3736870768259, 48.37368568649664] best model: ['F', 'F'] best inner cv score, sdev (11 folds): 49.031678804539226 48.3736870768259 test cv mean error, stdev (10 folds): [49.98076532987001, 50.637006471544105] sell date: 2022-06-19 expected return: 0.045292998193906614 discounted return: 0.01113585391390437 quarter return: 2.7699692658469064
['options', ('2022-06-17',)]
symbol: VAW
sector: error
sector: Basic Materials
Index: nan
vol_30d_2yr: 1374740100.0
Sector 1YMF: -89.99998474121094
1YMF: 0.0017602599938708414
risk trend factor: -2.7264465228121475
totalAssets
VAW 5.085875e+09
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-14 | 169.380005 | 171.785257 | 183.917777 | 196.050297 | 188.386984 | 6.915825 | 174.555335 | 202.218634 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| VAW | 0.00176 | 169.380005 | 1374740100.0 | 0.6301 | 0.73357 | 0.42923 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | risk_trend_factor |
| black | linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)
ets next 13 weeks inner cv scores: [212.1723743013601, 212.17237472139814, 212.17231727637093, 212.1723741667365] inner cv sdevs: [126.59214261995862, 126.59214236505552, 126.59208819743209, 126.59214272719368] best model: ['F', 'F'] best inner cv score, sdev (11 folds): 212.17231727637093 126.59208819743209 test cv mean error, stdev (10 folds): [228.72672795234553, 120.8867830781834] sell date: 2022-07-10 expected return: 0.050287380858997095 discounted return: 0.001964479978523004 quarter return: 1.1978818448451296
['options', ('2022-08-19',)]
symbol: VNQ
sector: error
sector: Real Estate
Index: nan
vol_30d_2yr: 52794532700.0
Sector 1YMF: -77.22999572753906
1YMF: 0.0022024174484264352
risk trend factor: -2.8838677089514886
totalAssets
VNQ 8.281489e+10
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-14 | 87.32 | 89.87477 | 96.078254 | 102.281738 | 102.636985 | 6.527182 | 89.58262 | 115.691349 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| VNQ | 0.002202 | 87.32 | 52794532700.0 | 0.287515 | 0.45398 | 0.395523 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | risk_trend_factor |
| black | linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)
ets next 13 weeks inner cv scores: [41.756251115882506, 41.75625167587673, 41.75625131264041, 41.75625059335419] inner cv sdevs: [38.32586931416017, 38.32586902394019, 38.32586941101985, 38.32586950116114] best model: ['F', 'T'] best inner cv score, sdev (11 folds): 41.75625059335419 38.32586950116114 test cv mean error, stdev (10 folds): [42.99933367958127, 39.98451798555243] sell date: 2022-07-17 expected return: 0.04148155644509356 discounted return: 0.0012709404898285648 quarter return: 1.1239533922404303
['options', ('2022-06-17', '2023-01-20', '2024-01-19')]
symbol: VHT
sector: error
sector: Healthcare
Index: nan
vol_30d_2yr: 2748002700.0
Sector 1YMF: -120.76998901367188
1YMF: 0.0022806018349254167
risk trend factor: -2.889924965769055
totalAssets trailingPE
VHT 1.944618e+10 5.167231
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-14 | 220.690002 | 225.697492 | 236.696032 | 247.694571 | 245.267301 | 10.459678 | 224.347945 | 266.186656 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| VHT | 0.002281 | 220.690002 | 2748002700.0 | 0.412621 | 0.648137 | 0.33236 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | risk_trend_factor |
| black | linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)
ets next 13 weeks inner cv scores: [277.7451461581983, 277.74514641528134, 277.74514615819834, 277.7451482209096] inner cv sdevs: [225.18617390971545, 225.18617362877762, 225.18617390971548, 225.1861792107841] best model: ['T', 'T'] best inner cv score, sdev (11 folds): 277.7451461581983 225.18617390971545 test cv mean error, stdev (10 folds): [275.74009022599625, 236.08361573141826] sell date: 2022-08-14 expected return: 0.04074255717420015 discounted return: 0.0006657958047198154 quarter return: 1.063146419894677
['options', ('2022-06-17',)]
symbol: VFH
sector: error
sector: Financial Services
Index: nan
vol_30d_2yr: 8469515700.0
Sector 1YMF: -69.35999298095703
1YMF: 0.002096259175716505
risk trend factor: -4.046674180329693
totalAssets
VFH 1.055284e+10
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-14 | 76.82 | 77.599922 | 83.310159 | 89.020397 | 87.703016 | 5.254499 | 77.194017 | 98.212014 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| VFH | 0.002096 | 76.82 | 8469515700.0 | 0.458719 | 0.51009 | 0.491558 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | risk_trend_factor |
| black | linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)
ets next 13 weeks inner cv scores: [47.77495539390786, 47.77477717060499, 47.77495539310583, 47.774779266669796] inner cv sdevs: [37.0613852002491, 37.0609710561574, 37.06138519880584, 37.060970467417356] best model: ['T', 'F'] best inner cv score, sdev (11 folds): 47.77477717060499 37.0609710561574 test cv mean error, stdev (10 folds): [50.45041356796897, 37.843917916741894] sell date: 2022-08-28 expected return: 0.03337692248609594 discounted return: 0.0004437741816722962 quarter return: 1.0416626810895997
['options', ('2022-08-19',)]
symbol: VIS
sector: error
sector: Industrials
Index: nan
vol_30d_2yr: 1731436900.0
Sector 1YMF: -127.81001281738281
1YMF: 0.0013972787573142285
risk trend factor: -4.146981909279044
Empty DataFrame
Columns: []
Index: [VIS]
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-14 | 164.399994 | 164.489515 | 174.358095 | 184.226675 | 182.881746 | 9.185573 | 164.5106 | 201.252892 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| VIS | 0.001397 | 164.399994 | 1731436900.0 | 0.479391 | 0.528815 | 0.471381 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | risk_trend_factor |
| black | linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)
ets next 13 weeks inner cv scores: [207.63819325037574, 207.63819516158262, 207.6381944475033, 207.63819411812776] inner cv sdevs: [188.5332848050259, 188.5332870870547, 188.5332874889668, 188.53328464938414] best model: ['T', 'T'] best inner cv score, sdev (11 folds): 207.63819325037574 188.5332848050259 test cv mean error, stdev (10 folds): [224.84316841469064, 189.32289107705722] sell date: 2022-07-10 expected return: 0.02995976022883286 discounted return: 0.0011814867557888853 quarter return: 1.114752737423006
['options', ('2022-08-19',)]
symbol: VCR
sector: error
sector: Consumer Cyclical
Index: nan
vol_30d_2yr: 1325765300.0
Sector 1YMF: -352.9100036621094
1YMF: 0.0021034643160444764
risk trend factor: -4.247321632052965
totalAssets
VCR 6.015592e+09
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-14 | 228.220001 | 224.528255 | 245.745873 | 266.963491 | 274.465714 | 26.880962 | 220.70379 | 328.227637 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| VCR | 0.002103 | 228.220001 | 1325765300.0 | 0.219627 | 0.651501 | 0.471679 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | risk_trend_factor |
| black | linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)
ets next 13 weeks inner cv scores: [887.9501604558427, 887.9502091412995, 887.9502212350785, 887.9501531238255] inner cv sdevs: [918.1708574434468, 918.1710243556035, 918.17102634911, 918.170860712812] best model: ['F', 'T'] best inner cv score, sdev (11 folds): 887.9501531238255 918.170860712812 test cv mean error, stdev (10 folds): [969.5163536543694, 924.2069236512151] sell date: 2022-07-24 expected return: 0.04671037183047765 discounted return: 0.001171256331887971 quarter return: 1.1137052585072091
['options', ('2022-06-17',)]
symbol: VGT
sector: error
sector: Technology
Index: nan
vol_30d_2yr: 7337614600.0
Sector 1YMF: -353.0699768066406
1YMF: 0.00219037124135683
risk trend factor: -4.508044961227624
totalAssets
VGT 5.044675e+10
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-14 | 323.26001 | 323.523724 | 348.914604 | 374.305484 | 375.414605 | 28.155127 | 319.104351 | 431.724859 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| VGT | 0.00219 | 323.26001 | 7337614600.0 | 0.279559 | 0.700663 | 0.427795 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | risk_trend_factor |
| black | linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)
ets next 13 weeks inner cv scores: [1125.880633382814, 1125.8229762481571, 1125.8229351078967, 1125.8230119060377] inner cv sdevs: [1141.3577032498895, 1141.361590216077, 1141.3616404460613, 1141.3615873812503] best model: ['F', 'F'] best inner cv score, sdev (11 folds): 1125.8229351078967 1141.3616404460613 test cv mean error, stdev (10 folds): [1191.988051865975, 1176.784160315662] sell date: 2022-07-24 expected return: 0.04323195124407209 discounted return: 0.0010858080331990205 quarter return: 1.1049942653660179
['options', ('2022-06-17', '2022-08-19')]
symbol: VOX
sector: error
sector: Communication Services
Index: nan
vol_30d_2yr: 2369729400.0
Sector 1YMF: -166.4000015258789
1YMF: 0.0030011443500679866
risk trend factor: -6.489857877273307
Empty DataFrame
Columns: []
Index: [VOX]
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-14 | 92.730003 | 94.556122 | 100.620159 | 106.684195 | 108.598413 | 8.932614 | 90.733184 | 126.463641 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| VOX | 0.003001 | 92.730003 | 2369729400.0 | 0.05763 | 0.716865 | 0.511705 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | risk_trend_factor |
| black | linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)
ets next 13 weeks inner cv scores: [99.46173530143805, 99.46164781888719, 99.4616511136766, 99.4616460371224] inner cv sdevs: [92.64433422592688, 92.6443665612294, 92.64437259414846, 92.64436860691903] best model: ['F', 'T'] best inner cv score, sdev (11 folds): 99.4616460371224 92.64436860691903 test cv mean error, stdev (10 folds): [106.36093060200218, 94.43344422898768] sell date: 2022-09-11 expected return: 0.062358399468594755 discounted return: 0.0006876379265265964 quarter return: 1.0652834865496712
['options', ('2022-07-15',)]
symbol: ACC
sector: error
sector: error
Index: SP400
vol_30d_2yr: 13781055000.0
Sector 1YMF: 20.369998931884766
1YMF: 0.004415184468823323
risk trend factor: 19.217024385328497
Empty DataFrame
Columns: []
Index: [ACC]
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-14 | 64.419998 | 64.395295 | 64.757143 | 65.118991 | 61.641746 | 4.162777 | 53.316192 | 69.967301 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| ACC | 0.004415 | 64.419998 | 13781055000.0 | 0.976574 | 0.979637 | 0.418255 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | risk_trend_factor |
| black | linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Index 1YMF: -63.869998931884766 Index Volume Factor: 0.0011014613124698796 Index Risk Trend Factor: -4.591660649354175
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)
ets next 13 weeks inner cv scores: [17.384967300438674, 17.38496741224909, 17.38496741224909, 17.384968377006693] inner cv sdevs: [12.106773591116221, 12.106773615356733, 12.106773615356733, 12.106773832025187] best model: ['T', 'T'] best inner cv score, sdev (11 folds): 17.384967300438674 12.106773591116221 test cv mean error, stdev (10 folds): [18.106530539963796, 12.470131423085485] sell date: 2022-07-17 expected return: 0.02634446503992094 discounted return: 0.0008129373267091733 quarter return: 1.0776253287707782
['options', ('2022-06-17',)]
symbol: MTOR
sector: Consumer Cyclical
Index: SP600
vol_30d_2yr: 7888381900.0
Sector 1YMF: 2.549999237060547
1YMF: 0.003133037968154153
risk trend factor: 5.543487635380559
beta currentRatio debtToEquity earningsGrowth ebitda \
MTOR 1.754411 1.434 172.571 0.727 339000000
ebitdaMargins forwardPE freeCashflow grossMargins grossProfits \
MTOR 0.0863 8.103372 57375000 0.13162 505000000
heldPercentInstitutions industry marketCap operatingCashflow \
MTOR 0.95489 Auto Parts 2526940672 132000000
operatingMargins payoutRatio pegRatio priceToBook \
MTOR 0.06059 0 0.46 4.404006
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
MTOR 0.643315 0.05626 0.682 0.04977
returnOnEquity revenueGrowth revenuePerShare sector \
MTOR 0.39069 0.107 55.169 Consumer Cyclical
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
MTOR 70076000 3.99 113000000 1.597 1100999936
totalRevenue trailingPE
MTOR 3928000000 13.228173
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-14 | 36.0 | 35.938587 | 36.097143 | 36.255698 | 35.866508 | 0.249917 | 35.366673 | 36.366342 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| MTOR | 0.003133 | 36.0 | 7888381900.0 | 0.983462 | 0.304331 | 0.434725 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | risk_trend_factor |
| black | linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -352.9100036621094 Sector Volume Factor: 0.0021034643160444764 Sector Risk Trend Factor: -4.247321632052965 Index 1YMF: -69.3499984741211 Index Volume Factor: 0.0022254315395940014 Index Risk Trend Factor: -4.866666559587445
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)
ets next 13 weeks inner cv scores: [15.364658655428217, 15.364658674848744, 15.364658672298736, 15.36465865547079] inner cv sdevs: [8.761209278344097, 8.761209272512293, 8.761209274259965, 8.761209282232448] best model: ['T', 'T'] best inner cv score, sdev (11 folds): 15.364658655428217 8.761209278344097 test cv mean error, stdev (10 folds): [14.849095111304726, 9.028333362677202] sell date: 2022-07-10 expected return: 0.017131949015148844 discounted return: 0.000679704975934392 quarter return: 1.064506823586518
['quarterly_balance_sheet', 2021-12-31 2021-09-30 2021-06-30 \
Capital Surplus 7.610000e+08 7.980000e+08 7.920000e+08
Total Liab 2.409000e+09 2.323000e+09 2.390000e+09
Total Stockholder Equity 5.970000e+08 5.740000e+08 6.160000e+08
Minority Interest 4.100000e+07 4.100000e+07 3.900000e+07
Other Current Liab 1.920000e+08 1.700000e+08 1.670000e+08
Total Assets 3.047000e+09 2.938000e+09 3.045000e+09
Common Stock 1.060000e+08 1.050000e+08 1.060000e+08
Other Current Assets 6.900000e+07 5.000000e+07 6.100000e+07
Retained Earnings 1.006000e+09 9.350000e+08 8.730000e+08
Other Liab 4.030000e+08 3.620000e+08 4.390000e+08
Good Will 5.070000e+08 5.070000e+08 5.100000e+08
Treasury Stock -1.276000e+09 -1.264000e+09 -1.155000e+09
Other Assets 4.990000e+08 4.340000e+08 5.080000e+08
Cash 1.130000e+08 1.010000e+08 1.380000e+08
Total Current Liabilities 9.790000e+08 9.000000e+08 9.400000e+08
Deferred Long Term Asset Charges 4.100000e+07 4.200000e+07 3.100000e+07
Short Long Term Debt 7.400000e+07 1.500000e+07 1.900000e+07
Other Stockholder Equity -6.440000e+08 -6.320000e+08 -5.570000e+08
Property Plant Equipment 5.080000e+08 5.790000e+08 5.060000e+08
Total Current Assets 1.404000e+09 1.286000e+09 1.397000e+09
Long Term Investments 1.290000e+08 1.320000e+08 1.240000e+08
Net Tangible Assets 9.000000e+07 6.700000e+07 1.060000e+08
Net Receivables 5.550000e+08 5.340000e+08 6.350000e+08
Long Term Debt 1.017000e+09 9.990000e+08 1.000000e+09
Inventory 6.670000e+08 6.010000e+08 5.630000e+08
Accounts Payable 6.350000e+08 5.730000e+08 6.330000e+08
2021-03-31
Capital Surplus 7.880000e+08
Total Liab 2.527000e+09
Total Stockholder Equity 5.770000e+08
Minority Interest 3.600000e+07
Other Current Liab 1.760000e+08
Total Assets 3.140000e+09
Common Stock 1.060000e+08
Other Current Assets 7.200000e+07
Retained Earnings 8.310000e+08
Other Liab 4.520000e+08
Good Will 5.100000e+08
Treasury Stock -1.148000e+09
Other Assets 5.020000e+08
Cash 3.210000e+08
Total Current Liabilities 8.890000e+08
Deferred Long Term Asset Charges 3.000000e+07
Short Long Term Debt 1.700000e+07
Other Stockholder Equity -5.750000e+08
Property Plant Equipment 5.020000e+08
Total Current Assets 1.507000e+09
Long Term Investments 1.190000e+08
Net Tangible Assets 6.700000e+07
Net Receivables 6.040000e+08
Long Term Debt 1.176000e+09
Inventory 5.100000e+08
Accounts Payable 5.930000e+08 ]
['quarterly_cashflow', 2021-12-31 2021-09-30 \
Change To Liabilities 0.0 0.0
Total Cashflows From Investing Activities -16000000.0 -16000000.0
Net Borrowings 50000000.0 50000000.0
Total Cash From Financing Activities 50000000.0 50000000.0
Change To Operating Activities -63000000.0 -63000000.0
Net Income 54000000.0 62000000.0
Change In Cash 12000000.0 12000000.0
Effect Of Exchange Rate -1000000.0 -1000000.0
Total Cash From Operating Activities -21000000.0 -21000000.0
Depreciation 25000000.0 25000000.0
Other Cashflows From Investing Activities 2000000.0 2000000.0
Change To Account Receivables -181000000.0 -181000000.0
Change To Netincome 144000000.0 144000000.0
Capital Expenditures -18000000.0 -18000000.0
Repurchase Of Stock NaN NaN
Other Cashflows From Financing Activities NaN NaN
2021-06-30 2021-03-31
Change To Liabilities 0.0 0.0
Total Cashflows From Investing Activities -21000000.0 -16000000.0
Net Borrowings -179000000.0 -3000000.0
Total Cash From Financing Activities -204000000.0 -5000000.0
Change To Operating Activities 22000000.0 25000000.0
Net Income 42000000.0 63000000.0
Change In Cash -183000000.0 38000000.0
Effect Of Exchange Rate 3000000.0 -4000000.0
Total Cash From Operating Activities 39000000.0 63000000.0
Depreciation 26000000.0 25000000.0
Other Cashflows From Investing Activities 2000000.0 2000000.0
Change To Account Receivables -40000000.0 14000000.0
Change To Netincome -11000000.0 -64000000.0
Capital Expenditures -21000000.0 -16000000.0
Repurchase Of Stock -25000000.0 -25000000.0
Other Cashflows From Financing Activities NaN -2000000.0 ]
['quarterly_earnings', Revenue Earnings
Quarter
1Q2021 983000000 63000000
2Q2021 1016000000 42000000
3Q2021 945000000 62000000
4Q2021 984000000 54000000]
['quarterly_financials', 2021-12-31 2021-09-30 \
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 70000000.0 47000000.0
Minority Interest 41000000.0 41000000.0
Net Income 54000000.0 62000000.0
Selling General Administrative 49000000.0 67000000.0
Gross Profit 127000000.0 110000000.0
Ebit 79000000.0 39000000.0
Operating Income 79000000.0 39000000.0
Other Operating Expenses -1000000.0 4000000.0
Interest Expense -13000000.0 -14000000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 12000000.0 -19000000.0
Total Revenue 984000000.0 945000000.0
Total Operating Expenses 905000000.0 906000000.0
Cost Of Revenue 857000000.0 835000000.0
Total Other Income Expense Net -9000000.0 8000000.0
Discontinued Operations NaN -1000000.0
Net Income From Continuing Ops 58000000.0 66000000.0
Net Income Applicable To Common Shares 54000000.0 62000000.0
2021-06-30 2021-03-31
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 59000000.0 88000000.0
Minority Interest 39000000.0 36000000.0
Net Income 42000000.0 63000000.0
Selling General Administrative 56000000.0 56000000.0
Gross Profit 132000000.0 148000000.0
Ebit 73000000.0 92000000.0
Operating Income 73000000.0 92000000.0
Other Operating Expenses 3000000.0 2000000.0
Interest Expense -20000000.0 -17000000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 14000000.0 22000000.0
Total Revenue 1016000000.0 983000000.0
Total Operating Expenses 943000000.0 891000000.0
Cost Of Revenue 884000000.0 835000000.0
Total Other Income Expense Net -14000000.0 -4000000.0
Discontinued Operations -1000000.0 -1000000.0
Net Income From Continuing Ops 45000000.0 66000000.0
Net Income Applicable To Common Shares 42000000.0 63000000.0 ]
['options', ('2022-08-19',)]
symbol: Y
sector: Financial Services
Index: SP400
vol_30d_2yr: 828602100.0
Sector 1YMF: 32.3699951171875
1YMF: 0.00289246189455711
risk trend factor: 2.3422560030385067
beta currentRatio debtToEquity earningsGrowth ebitda ebitdaMargins \
Y 0.70049 0.714 32.782 2.347 1693042048 0.14104
forwardPE freeCashflow grossMargins grossProfits heldPercentInstitutions \
Y 11.877285 4801059328 0.42499 5101669000 0.85398
industry marketCap operatingCashflow \
Y Insurance—Property & Casualty 11389568000 1860232960
operatingMargins payoutRatio pegRatio priceToBook \
Y 0.12621 0 0.15 1.290272
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
Y 0.948806 0.08621 0.434 0.03095
returnOnEquity revenueGrowth revenuePerShare sector \
Y 0.12229 0.335 866.486 Financial Services
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
Y 13699100 2.14 2070224000 153.015 3115698944
totalRevenue trailingPE
Y 12004105216 17.126936
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-14 | 832.0 | 831.66739 | 833.556348 | 835.445307 | 831.194443 | 35.950757 | 759.292929 | 903.095958 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| Y | 0.002892 | 832.0 | 828602100.0 | 0.923264 | 0.38518 | 0.458449 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | risk_trend_factor |
| black | linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -69.35999298095703 Sector Volume Factor: 0.002096259175716505 Sector Risk Trend Factor: -4.046674180329693 Index 1YMF: -63.869998931884766 Index Volume Factor: 0.0011014613124698796 Index Risk Trend Factor: -4.591660649354175
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)
ets next 13 weeks inner cv scores: [5884.238223314144, 5884.237419037489, 5884.238218770723, 5884.237405846029] inner cv sdevs: [9840.888695359496, 9840.88623569527, 9840.888696951211, 9840.886240663112] best model: ['F', 'T'] best inner cv score, sdev (11 folds): 5884.237405846029 9840.886240663112 test cv mean error, stdev (10 folds): [6331.714206801712, 10213.949082642846] sell date: 2022-08-07 expected return: 0.030869624492332 discounted return: 0.0005738011958289491 quarter return: 1.0541919722649558
['quarterly_balance_sheet', 2021-12-31 2021-09-30 2021-06-30 \
Intangible Assets 1.511159e+09 1.465825e+09 1.453498e+09
Capital Surplus 3.608905e+09 3.611383e+09 3.612783e+09
Total Liab 2.276445e+10 2.274715e+10 2.110891e+10
Total Stockholder Equity 9.186882e+09 8.859510e+09 9.142031e+09
Minority Interest 3.173460e+08 2.625260e+08 2.407220e+08
Other Current Liab 3.213810e+09 3.516756e+09 3.335249e+09
Total Assets 3.226868e+10 3.186919e+10 3.049166e+10
Common Stock 1.746000e+07 1.746000e+07 1.746000e+07
Other Current Assets 2.283585e+09 2.282419e+09 1.959696e+09
Retained Earnings 7.353226e+09 6.837060e+09 6.952026e+09
Other Liab 1.156344e+10 1.634516e+10 1.541578e+10
Good Will 7.536070e+08 6.318270e+08 6.276120e+08
Treasury Stock -1.792709e+09 -1.606393e+09 -1.440238e+09
Other Assets 3.343289e+09 3.745712e+09 3.475111e+09
Cash 9.279660e+08 9.955060e+08 8.714590e+08
Total Current Liabilities 8.135612e+09 3.849789e+09 3.629478e+09
Other Stockholder Equity 1.418220e+08 2.283490e+08 3.031960e+08
Property Plant Equipment 5.449520e+08 2.994040e+08 3.028480e+08
Total Current Assets 5.812488e+09 5.826124e+09 4.648640e+09
Long Term Investments 2.030318e+10 1.990030e+10 1.998395e+10
Net Tangible Assets 7.508869e+09 7.441654e+09 7.712753e+09
Short Term Investments 1.142258e+09 1.060414e+09 3.790090e+08
Net Receivables 1.458679e+09 1.487785e+09 1.438476e+09
Long Term Debt 2.847199e+09 2.552198e+09 2.063652e+09
Accounts Payable 4.871502e+09 3.330330e+08 2.942290e+08
2021-03-31
Intangible Assets 1.411883e+09
Capital Surplus 3.613764e+09
Total Liab 2.045644e+10
Total Stockholder Equity 8.695881e+09
Minority Interest 2.335630e+08
Other Current Liab 3.185510e+09
Total Assets 2.938588e+10
Common Stock 1.746000e+07
Other Current Assets 1.919911e+09
Retained Earnings 6.548375e+09
Other Liab 1.494084e+10
Good Will 6.141140e+08
Treasury Stock -1.483718e+09
Other Assets 3.327209e+09
Cash 1.197474e+09
Total Current Liabilities 3.435316e+09
Other Stockholder Equity 2.241900e+08
Property Plant Equipment 2.697900e+08
Total Current Assets 4.996506e+09
Long Term Investments 1.876638e+10
Net Tangible Assets 7.306970e+09
Short Term Investments 5.949580e+08
Net Receivables 1.284163e+09
Long Term Debt 2.080288e+09
Accounts Payable 2.498060e+08 ]
['quarterly_cashflow', 2021-12-31 2021-09-30 \
Investments -520402000.0 -868753000.0
Change To Liabilities -328277000.0 178707000.0
Total Cashflows From Investing Activities -513449000.0 -894562000.0
Net Borrowings 294594000.0 493862000.0
Total Cash From Financing Activities 163341000.0 388748000.0
Change To Operating Activities 314365000.0 433531000.0
Net Income 516166000.0 -114966000.0
Change In Cash -67540000.0 124047000.0
Repurchase Of Stock -100080000.0 -91324000.0
Effect Of Exchange Rate -3522000.0 -5100000.0
Total Cash From Operating Activities 286090000.0 634961000.0
Depreciation 46051000.0 45531000.0
Other Cashflows From Investing Activities -46013000.0 -13366000.0
Change To Account Receivables 29106000.0 -49309000.0
Other Cashflows From Financing Activities -31173000.0 -13790000.0
Change To Netincome -291321000.0 141467000.0
Capital Expenditures -14586000.0 -12137000.0
2021-06-30 2021-03-31
Investments -704852000.0 -16812000.0
Change To Liabilities 152288000.0 192735000.0
Total Cashflows From Investing Activities -703762000.0 102643000.0
Net Borrowings -49783000.0 -55729000.0
Total Cash From Financing Activities -119660000.0 -127859000.0
Change To Operating Activities 107189000.0 248684000.0
Net Income 403651000.0 230041000.0
Change In Cash -326015000.0 406032000.0
Repurchase Of Stock -35925000.0 -63192000.0
Effect Of Exchange Rate 520000.0 -11047000.0
Total Cash From Operating Activities 496887000.0 442295000.0
Depreciation 42895000.0 43554000.0
Other Cashflows From Investing Activities -74819000.0 101159000.0
Change To Account Receivables -154313000.0 -138822000.0
Other Cashflows From Financing Activities -33952000.0 -8938000.0
Change To Netincome -54823000.0 -133897000.0
Capital Expenditures -20606000.0 -12322000.0 ]
['quarterly_earnings', Revenue Earnings
Quarter
1Q2021 2653713000 230041000
2Q2021 2928797000 403651000
3Q2021 2866613000 -114966000
4Q2021 3554982000 516166000]
['quarterly_financials', 2021-12-31 2021-09-30 \
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 705907000.0 -112004000.0
Minority Interest 317346000.0 262526000.0
Net Income 516166000.0 -114966000.0
Selling General Administrative 21287000.0 6225000.0
Gross Profit 1894495000.0 823489000.0
Ebit 734767000.0 -86345000.0
Operating Income 734767000.0 -86345000.0
Other Operating Expenses 1125075000.0 890972000.0
Interest Expense -28860000.0 -25659000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 149286000.0 -28509000.0
Total Revenue 3554982000.0 2866613000.0
Total Operating Expenses 2820215000.0 2952958000.0
Cost Of Revenue 1660487000.0 2043124000.0
Total Other Income Expense Net -28860000.0 -25659000.0
Discontinued Operations None None
Net Income From Continuing Ops 556621000.0 -83495000.0
Net Income Applicable To Common Shares 516166000.0 -114966000.0
2021-06-30 2021-03-31
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 521870000.0 296930000.0
Minority Interest 240722000.0 233563000.0
Net Income 403651000.0 230041000.0
Selling General Administrative 20148000.0 9558000.0
Gross Profit 1318078000.0 1065607000.0
Ebit 545907000.0 320682000.0
Operating Income 545907000.0 320682000.0
Other Operating Expenses 739592000.0 723889000.0
Interest Expense -24037000.0 -23752000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 102281000.0 58867000.0
Total Revenue 2928797000.0 2653713000.0
Total Operating Expenses 2382890000.0 2333031000.0
Cost Of Revenue 1610719000.0 1588106000.0
Total Other Income Expense Net -24037000.0 -23752000.0
Discontinued Operations None None
Net Income From Continuing Ops 419589000.0 238063000.0
Net Income Applicable To Common Shares 403651000.0 230041000.0 ]
['mutualfund_holders', Holder Shares Date Reported \
0 Victory Portfolios-Sycamore Established Value ... 500000 2022-01-30
1 Victory Portfolios-Sycamore Established Value ... 500000 2022-01-30
2 iShares Core S&P Midcap ETF 380243 2022-01-30
3 iShares Core S&P Midcap ETF 380243 2022-01-30
4 Vanguard Total Stock Market Index Fund 369755 2021-12-30
5 Vanguard Total Stock Market Index Fund 369755 2021-12-30
6 First Eagle Global Fund 309855 2022-01-30
7 First Eagle Global Fund 309855 2022-01-30
8 John Hancock Fds III-Disciplined Value Mid Cap Fd 259557 2021-12-30
9 John Hancock Fds III-Disciplined Value Mid Cap Fd 259557 2021-12-30
10 Touchstone Funds Group Tr-Touchstone Mid-Cap Fd 199509 2021-12-30
11 Touchstone Funds Group Tr-Touchstone Mid-Cap Fd 199509 2021-12-30
12 Vanguard Extended Market Index Fund 181014 2021-12-30
13 Vanguard Extended Market Index Fund 181014 2021-12-30
14 Franklin Mutual Series Fund-Mutual Shares Fund 170350 2021-12-30
15 Franklin Mutual Series Fund-Mutual Shares Fund 170350 2021-12-30
16 Vanguard Small-Cap Index Fund 164314 2021-12-30
17 Vanguard Small-Cap Index Fund 164314 2021-12-30
18 Vanguard Mid-Cap Index Fund 147164 2021-12-30
19 Vanguard Mid-Cap Index Fund 147164 2021-12-30
% Out Value
0 0.0372 332000000
1 0.0372 332000000
2 0.0283 252481352
3 0.0283 252481352
4 0.0275 246844740
5 0.0275 246844740
6 0.0230 205743720
7 0.0230 205743720
8 0.0193 173277657
9 0.0193 173277657
10 0.0148 133190213
11 0.0148 133190213
12 0.0135 120843136
13 0.0135 120843136
14 0.0127 113723956
15 0.0127 113723956
16 0.0122 109694383
17 0.0122 109694383
18 0.0109 98245214
19 0.0109 98245214 ]
['options', ('2022-07-15',)]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 8.71
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile 0
peerCount 96
governanceScore 11.77
environmentPercentile 0
animalTesting False
tobacco False
totalEsg 21.71
highestControversy 1
esgPerformance None
coal False
pesticides False
adult False
percentile 30.32
peerGroup Insurance
smallArms False
environmentScore 1.23
governancePercentile 0
militaryContract False]
symbol: TWI
sector: Industrials
Index: SP600
vol_30d_2yr: 5400736000.0
Sector 1YMF: 12.259998321533203
1YMF: 0.0025539667186102043
risk trend factor: 1.9216297964921827
beta currentRatio debtToEquity earningsGrowth ebitda \
TWI 2.436607 1.853 219.119 0.682 163579008
ebitdaMargins forwardPE freeCashflow grossMargins grossProfits \
TWI 0.08464 9.842391 -24455124 0.13457 227051000
heldPercentInstitutions industry marketCap \
TWI 0.77687 Farm & Heavy Construction Machinery 1134716544
operatingCashflow operatingMargins payoutRatio pegRatio priceToBook \
TWI 8171000 0.06043 0 0.46 4.566314
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
TWI 0.587117 0.03101 0.829 0.06237
returnOnEquity revenueGrowth revenuePerShare sector \
TWI 0.28169 0.378 30.825 Industrials
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
TWI 62656900 1.85 98144000 1.566 538417984
totalRevenue trailingPE
TWI 1932694016 19.204666
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-14 | 19.15 | 16.177578 | 17.96746 | 19.757342 | 15.764603 | 1.880329 | 12.003945 | 19.525262 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| TWI | 0.002554 | 19.15 | 5400736000.0 | 0.972343 | 0.891295 | 0.499041 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | risk_trend_factor |
| black | linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -127.81001281738281 Sector Volume Factor: 0.0013972787573142285 Sector Risk Trend Factor: -4.146981909279044 Index 1YMF: -69.3499984741211 Index Volume Factor: 0.0022254315395940014 Index Risk Trend Factor: -4.866666559587445
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)
ets next 13 weeks inner cv scores: [4.844630465458022, 4.844630597686336, 4.844526133674592, 4.844549970490171] inner cv sdevs: [8.077163918116325, 8.07715974090879, 8.077209819761267, 8.07720577585918] best model: ['F', 'F'] best inner cv score, sdev (11 folds): 4.844526133674592 8.077209819761267 test cv mean error, stdev (10 folds): [5.31845447309697, 8.324357872757824] sell date: 2022-09-18 expected return: 0.06548231166691564 discounted return: 0.0006678815804794791 quarter return: 1.0633503121163144
['options', ('2022-07-15',)]
symbol: PBF
sector: Energy
Index: SP600
vol_30d_2yr: 47517805800.0
Sector 1YMF: 37.8799934387207
1YMF: 0.0014413607456596827
risk trend factor: 1.9083121587190919
beta currentRatio debtToEquity ebitda ebitdaMargins forwardPE \
PBF 2.581372 1.254 197.914 690400000 0.02194 93.975
freeCashflow grossMargins grossProfits heldPercentInstitutions \
PBF 284750016 0.0362 671100000 0.79091
industry marketCap operatingCashflow \
PBF Oil & Gas Refining & Marketing 4520047104 803299968
operatingMargins payoutRatio pegRatio priceToBook \
PBF 0.0135 0 -0.22 2.613866
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
PBF 0.143629 0.00798 0.629 0.02192
returnOnEquity revenueGrowth revenuePerShare sector sharesOutstanding \
PBF 0.14223 0.856 261.505 Energy 120246000
shortRatio totalCash totalCashPerShare totalDebt totalRevenue
PBF 2.75 1434599936 11.873 4999499776 31470299136
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-14 | 38.919998 | 26.021817 | 35.020635 | 44.019453 | 29.266032 | 5.552078 | 18.161876 | 40.370187 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| PBF | 0.001441 | 38.919998 | 47517805800.0 | 0.870195 | 0.699548 | 0.555964 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | risk_trend_factor |
| black | linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: 43.219993591308594 Sector Volume Factor: 0.0015231818763778249 Sector Risk Trend Factor: 1.395093250744777 Index 1YMF: -69.3499984741211 Index Volume Factor: 0.0022254315395940014 Index Risk Trend Factor: -4.866666559587445
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)
ets next 13 weeks inner cv scores: [25.31686564007184, 25.31687099553441, 25.31686493308238, 25.31686564480558] inner cv sdevs: [23.57488872656242, 23.574895534726664, 23.574889215724816, 23.574888752834987] best model: ['F', 'F'] best inner cv score, sdev (11 folds): 25.31686493308238 23.574889215724816 test cv mean error, stdev (10 folds): [22.654817370162995, 23.095484515235285]
C:\Users\User\AppData\Local\Programs\Python\Python39\lib\site-packages\statsmodels\tsa\statespace\exponential_smoothing.py:348: RuntimeWarning: overflow encountered in exp 1 / (1 + np.exp(-unconstrained[0])) * (high - low) + low) C:\Users\User\AppData\Local\Programs\Python\Python39\lib\site-packages\statsmodels\tsa\statespace\exponential_smoothing.py:356: RuntimeWarning: overflow encountered in exp 1 / (1 + np.exp(-unconstrained[i])) * (high - low) + low) C:\Users\User\AppData\Local\Programs\Python\Python39\lib\site-packages\statsmodels\tsa\statespace\exponential_smoothing.py:364: RuntimeWarning: overflow encountered in exp 1 / (1 + np.exp(-unconstrained[i])) * (high - low) + low)
sell date: 2022-07-24 expected return: 0.04879362370363711 discounted return: 0.0012222995752930732 quarter return: 1.1189412124172486
['quarterly_balance_sheet', 2022-03-31 2021-12-31 2021-09-30 \
Capital Surplus 2.882000e+09 2.874000e+09 2.868000e+09
Total Liab 1.042220e+10 9.108600e+09 9.522100e+09
Total Stockholder Equity 1.911000e+09 1.926200e+09 1.729200e+09
Minority Interest 6.151000e+08 6.066000e+08 5.929000e+08
Other Current Liab 1.544200e+09 1.345900e+09 1.676400e+09
Total Assets 1.294830e+10 1.164140e+10 1.184420e+10
Common Stock 1.000000e+05 1.000000e+05 1.000000e+05
Other Current Assets 5.190000e+07 1.200000e+07 NaN
Retained Earnings -8.172000e+08 -7.961000e+08 -9.614000e+08
Other Liab 4.486000e+08 4.121000e+08 3.574000e+08
Treasury Stock -1.539000e+08 -1.518000e+08 -1.775000e+08
Other Assets 8.938000e+08 8.133000e+08 7.915000e+08
Cash 1.434600e+09 1.341500e+09 1.472500e+09
Total Current Liabilities 5.085700e+09 3.759700e+09 4.199600e+09
Short Long Term Debt 2.990000e+07 NaN 8.910000e+07
Other Stockholder Equity 1.630000e+07 1.730000e+07 -9.000000e+06
Property Plant Equipment 5.674900e+09 5.619300e+09 5.566200e+09
Total Current Assets 6.379600e+09 5.199200e+09 5.486500e+09
Net Tangible Assets 1.911000e+09 1.916600e+09 1.729200e+09
Net Receivables 1.763200e+09 1.265600e+09 1.056800e+09
Long Term Debt 4.185400e+09 4.237400e+09 4.247600e+09
Inventory 2.893500e+09 2.505100e+09 2.831400e+09
Accounts Payable 1.625100e+09 9.117000e+08 4.612000e+08
Intangible Assets NaN 9.600000e+06 NaN
Deferred Long Term Liab NaN 5.370000e+08 7.706000e+08
2021-06-30
Capital Surplus 2.862500e+09
Total Liab 9.407300e+09
Total Stockholder Equity 1.664400e+09
Minority Interest 5.825000e+08
Other Current Liab 1.419000e+09
Total Assets 1.165420e+10
Common Stock 1.000000e+05
Other Current Assets NaN
Retained Earnings -1.020500e+09
Other Liab 3.677000e+08
Treasury Stock -1.777000e+08
Other Assets 8.117000e+08
Cash 1.479700e+09
Total Current Liabilities 3.751000e+09
Short Long Term Debt 3.700000e+06
Other Stockholder Equity -9.200000e+06
Property Plant Equipment 5.576000e+09
Total Current Assets 5.266500e+09
Net Tangible Assets 1.664400e+09
Net Receivables 1.007800e+09
Long Term Debt 4.517800e+09
Inventory 2.636200e+09
Accounts Payable 7.833000e+08
Intangible Assets NaN
Deferred Long Term Liab 7.908000e+08 ]
['quarterly_cashflow', 2022-03-31 2021-12-31 \
Change To Liabilities 697000000.0 446900000.0
Total Cashflows From Investing Activities -225500000.0 -161300000.0
Net Borrowings 19300000.0 -110100000.0
Total Cash From Financing Activities 6300000.0 -121300000.0
Change To Operating Activities 372500000.0 -722400000.0
Net Income -21100000.0 165300000.0
Change In Cash 93100000.0 -131000000.0
Total Cash From Operating Activities 312300000.0 151600000.0
Depreciation 124600000.0 -98500000.0
Other Cashflows From Investing Activities -107200000.0 -61400000.0
Change To Inventory -388400000.0 326300000.0
Change To Account Receivables -537500000.0 -220800000.0
Other Cashflows From Financing Activities -13000000.0 -11200000.0
Change To Netincome 65200000.0 33700000.0
Capital Expenditures -118300000.0 -107100000.0
2021-09-30 2021-06-30
Change To Liabilities -325700000.0 87500000.0
Total Cashflows From Investing Activities -87600000.0 -79100000.0
Net Borrowings -170800000.0 -51400000.0
Total Cash From Financing Activities -180600000.0 -60800000.0
Change To Operating Activities 674300000.0 218400000.0
Net Income 59100000.0 47900000.0
Change In Cash -7200000.0 -61500000.0
Total Cash From Operating Activities 261000000.0 78400000.0
Depreciation 120300000.0 119200000.0
Other Cashflows From Investing Activities -30200000.0 -31900000.0
Change To Inventory -195200000.0 -59800000.0
Change To Account Receivables -49000000.0 -144300000.0
Other Cashflows From Financing Activities -9800000.0 -9400000.0
Change To Netincome -22800000.0 -190500000.0
Capital Expenditures -57400000.0 -47200000.0 ]
['quarterly_earnings', Revenue Earnings
Quarter
2Q2021 6897900000 47900000
3Q2021 7186700000 59100000
4Q2021 8244000000 165300000
1Q2022 9141700000 -21100000]
['quarterly_financials', 2022-03-31 2021-12-31 \
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax -9400000.0 184800000.0
Minority Interest 615100000.0 606600000.0
Net Income -21100000.0 165300000.0
Selling General Administrative 51300000.0 78500000.0
Gross Profit 315100000.0 493300000.0
Ebit 143600000.0 296600000.0
Operating Income 143600000.0 296600000.0
Other Operating Expenses None None
Interest Expense -78400000.0 -74400000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense -6100000.0 -4300000.0
Total Revenue 9141700000.0 8244000000.0
Total Operating Expenses 8998100000.0 7947400000.0
Cost Of Revenue 8826600000.0 7750700000.0
Total Other Income Expense Net -153000000.0 -111800000.0
Discontinued Operations None None
Net Income From Continuing Ops -3300000.0 189100000.0
Net Income Applicable To Common Shares -21100000.0 165300000.0
2021-09-30 2021-06-30
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 99000000.0 74400000.0
Minority Interest 592900000.0 582500000.0
Net Income 59100000.0 47900000.0
Selling General Administrative 62100000.0 53100000.0
Gross Profit 281500000.0 49400000.0
Ebit 103200000.0 -118600000.0
Operating Income 103200000.0 -118600000.0
Other Operating Expenses None None
Interest Expense -82000000.0 -80800000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 20300000.0 4500000.0
Total Revenue 7186700000.0 6897900000.0
Total Operating Expenses 7083500000.0 7016500000.0
Cost Of Revenue 6905200000.0 6848500000.0
Total Other Income Expense Net -4200000.0 193000000.0
Discontinued Operations None None
Net Income From Continuing Ops 78700000.0 69900000.0
Net Income Applicable To Common Shares 59100000.0 47900000.0 ]
['mutualfund_holders', Holder Shares Date Reported \
0 SPDR (R) Ser Tr-SPDR (R) S&P (R) Oil & Gas Exp... 6991379 2022-01-30
1 iShares Core S&P Smallcap ETF 6680962 2022-01-30
2 Vanguard Total Stock Market Index Fund 2732636 2021-12-30
3 Vanguard Small-Cap Index Fund 2467978 2021-12-30
4 iShares Russell 2000 ETF 2209869 2022-01-30
5 iShares S&P Smallcap 600 Value ETF 1579759 2022-01-30
6 Vanguard Small Cap Value Index Fund 1532696 2021-12-30
7 Invesco ETF Tr II-Invesco S&P Smallcap 600 Rev... 1500327 2022-02-27
8 DFA U.S. Small Cap Value Series 1329554 2022-01-30
9 Vanguard Extended Market Index Fund 1285907 2021-12-30
% Out Value
0 0.0579 110743443
1 0.0553 105826438
2 0.0226 35442288
3 0.0204 32009674
4 0.0183 35004324
5 0.0131 25023382
6 0.0127 19879067
7 0.0124 24935434
8 0.0110 21060135
9 0.0106 16678213 ]
['options', ('2022-06-17', '2022-07-15', '2022-12-16', '2023-01-20', '2024-01-19')]
symbol: SAFM
sector: Consumer Defensive
Index: SP400
vol_30d_2yr: 2596619200.0
Sector 1YMF: 44.75001525878906
1YMF: 0.002312661017064035
risk trend factor: 1.77227783203125
beta currentRatio debtToEquity dividendRate dividendYield \
SAFM 0.64375 5.529 0.877 1.76 0.0088
earningsGrowth ebitda ebitdaMargins forwardPE freeCashflow \
SAFM 2.316 1342139008 0.23866 6.8157 669912512
grossMargins grossProfits heldPercentInstitutions industry \
SAFM 0.25714 907758000 0.81081 Packaged Foods
marketCap operatingCashflow operatingMargins payoutRatio pegRatio \
SAFM 4457344000 954787008 0.20787 0.0455 -0.38
priceToBook priceToSalesTrailing12Months profitMargins quickRatio \
SAFM 1.890186 0.792613 0.15341 3.785
returnOnAssets returnOnEquity revenueGrowth revenuePerShare \
SAFM 0.30256 0.44602 0.358 255.051
sector sharesOutstanding shortRatio totalCash \
SAFM Consumer Defensive 22320200 5.12 829123968
totalCashPerShare totalDebt totalRevenue trailingPE
SAFM 37.147 20690000 5623608832 5.167149
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-14 | 207.410004 | 183.440635 | 196.337143 | 209.233652 | 189.885873 | 6.962494 | 175.960885 | 203.810861 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| SAFM | 0.002313 | 207.410004 | 2596619200.0 | 0.990282 | 0.669942 | 0.477196 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | risk_trend_factor |
| black | linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -66.07002258300781 Sector Volume Factor: 0.0028162878553055367 Sector Risk Trend Factor: -2.0273089620421954 Index 1YMF: -63.869998931884766 Index Volume Factor: 0.0011014613124698796 Index Risk Trend Factor: -4.591660649354175
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)
ets next 13 weeks inner cv scores: [301.8694480871505, 301.8694413630348, 301.8694431496199, 301.8694456201761] inner cv sdevs: [367.5235659625113, 367.5235679827517, 367.5235675369362, 367.5235641897937] best model: ['T', 'F'] best inner cv score, sdev (11 folds): 301.8694413630348 367.5235679827517 test cv mean error, stdev (10 folds): [325.35586650347346, 377.5092038977911] sell date: 2022-07-10 expected return: 0.02764576524364591 discounted return: 0.0010914160138748574 quarter return: 1.105563896548965
['options', ('2022-08-19', '2022-12-16')]
symbol: MPC
sector: Energy
Index: SP500
vol_30d_2yr: 72756266000.0
Sector 1YMF: 56.91999816894531
1YMF: 0.0018767029632884129
risk trend factor: 1.7364246579806077
beta currentRatio debtToEquity dividendRate dividendYield \
MPC 1.910294 1.704 80.117 2.32 0.0242
earningsGrowth ebitda ebitdaMargins forwardPE freeCashflow \
MPC 1.917 7120999936 0.05912 23.43602 16415250432
grossMargins grossProfits heldPercentInstitutions \
MPC 0.0867 10443000000 0.82037
industry marketCap operatingCashflow \
MPC Oil & Gas Refining & Marketing 60881649664 4360000000
operatingMargins payoutRatio pegRatio priceToBook \
MPC 0.03119 0.5472 0.55 2.175252
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
MPC 0.505447 0.08085 1.222 0.02754
returnOnEquity revenueGrowth revenuePerShare sector sharesOutstanding \
MPC 0.08003 0.967 189.986 Energy 615587968
shortRatio totalCash totalCashPerShare totalDebt totalRevenue \
MPC 2.92 10839000064 19.177 26904000512 120450998272
trailingPE
MPC 6.942299
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-14 | 102.669998 | 91.287088 | 102.474286 | 113.661483 | 91.610984 | 9.404473 | 72.802038 | 110.419931 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| MPC | 0.001877 | 102.669998 | 72756266000.0 | 0.866955 | 0.977688 | 0.523103 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | risk_trend_factor |
| black | linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: 43.219993591308594 Sector Volume Factor: 0.0015231818763778249 Sector Risk Trend Factor: 1.395093250744777 Index 1YMF: -263.8100280761719 Index Volume Factor: 0.0022075805827187875 Index Risk Trend Factor: -3.321707170400029
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)
ets next 13 weeks inner cv scores: [131.65140460881426, 131.65140413332375, 131.65140440044064, 131.65053612536832] inner cv sdevs: [179.62199064827453, 179.621989816526, 179.62199075696446, 179.62004357125272] best model: ['F', 'T'] best inner cv score, sdev (11 folds): 131.65053612536832 179.62004357125272 test cv mean error, stdev (10 folds): [140.5948091624812, 186.0393391719661] sell date: 2022-08-28 expected return: 0.03379650654177166 discounted return: 0.00044926243591159043 quarter return: 1.0421885347175452
['quarterly_balance_sheet', 2021-12-31 2021-09-30 2021-06-30 \
Capital Surplus 3.326200e+10 3.325600e+10 3.323800e+10
Total Liab 5.179200e+10 5.333600e+10 5.760700e+10
Total Stockholder Equity 2.620600e+10 2.828000e+10 2.892100e+10
Minority Interest 7.375000e+09 7.684000e+09 7.772000e+09
Other Current Liab 2.278000e+09 3.377000e+09 6.148000e+09
Total Assets 8.537300e+10 8.930000e+10 9.430000e+10
Common Stock 1.000000e+07 1.000000e+07 1.000000e+07
Other Current Assets 5.680000e+08 5.850000e+08 5.850000e+08
Retained Earnings 1.290500e+10 1.248400e+10 1.216000e+10
Other Liab 7.999000e+09 8.193000e+09 8.825000e+09
Good Will 8.256000e+09 8.256000e+09 8.256000e+09
Treasury Stock -1.997100e+10 -1.747000e+10 -1.648700e+10
Other Assets 2.400000e+09 2.463000e+09 2.532000e+09
Cash 5.291000e+09 5.874000e+09 1.183900e+10
Total Current Liabilities 1.789800e+10 1.689800e+10 1.951200e+10
Deferred Long Term Asset Charges 2.000000e+06 NaN NaN
Short Long Term Debt 4.980000e+08 7.300000e+07 7.000000e+07
Other Stockholder Equity -6.700000e+07 -3.440000e+08 -3.400000e+08
Property Plant Equipment 3.881200e+10 3.905400e+10 3.949600e+10
Total Current Assets 3.049600e+10 3.414300e+10 3.859200e+10
Long Term Investments 5.409000e+09 5.384000e+09 5.424000e+09
Net Tangible Assets 1.795000e+10 2.002400e+10 2.066500e+10
Short Term Investments 5.548000e+09 7.352000e+09 5.418000e+09
Net Receivables 1.103400e+10 1.112100e+10 1.187100e+10
Long Term Debt 2.444300e+10 2.665500e+10 2.763900e+10
Inventory 8.055000e+09 9.211000e+09 8.879000e+09
Accounts Payable 1.370000e+10 1.219600e+10 1.217000e+10
2021-03-31
Capital Surplus 3.322200e+10
Total Liab 5.717200e+10
Total Stockholder Equity 2.159200e+10
Minority Interest 7.887000e+09
Other Current Liab 3.370000e+09
Total Assets 8.665100e+10
Common Stock 1.000000e+07
Other Current Assets 1.176200e+10
Retained Earnings 4.029000e+09
Other Liab 9.386000e+09
Good Will 8.256000e+09
Treasury Stock -1.566900e+10
Other Assets 2.594000e+09
Cash 6.240000e+08
Total Current Liabilities 1.608500e+10
Deferred Long Term Asset Charges NaN
Short Long Term Debt 6.900000e+07
Other Stockholder Equity -5.110000e+08
Property Plant Equipment 4.000500e+10
Total Current Assets 3.036100e+10
Long Term Investments 5.435000e+09
Net Tangible Assets 1.333600e+10
Short Term Investments NaN
Net Receivables 9.568000e+09
Long Term Debt 3.006100e+10
Inventory 8.407000e+09
Accounts Payable 9.953000e+09 ]
['quarterly_cashflow', 2021-12-31 2021-09-30 \
Investments 1.742000e+09 -1.934000e+09
Change To Liabilities 1.590000e+09 1.930000e+08
Total Cashflows From Investing Activities 1.448000e+09 -2.054000e+09
Net Borrowings -1.951000e+09 -1.018000e+09
Total Cash From Financing Activities -5.703000e+09 -2.762000e+09
Change To Operating Activities -2.000000e+06 1.000000e+06
Issuance Of Stock 3.500000e+07 1.800000e+07
Net Income 7.740000e+08 6.940000e+08
Change In Cash -5.810000e+08 -5.964000e+09
Repurchase Of Stock -2.742000e+09 -9.280000e+08
Total Cash From Operating Activities 3.674000e+09 -1.148000e+09
Depreciation 8.130000e+08 8.360000e+08
Other Cashflows From Investing Activities 1.320000e+08 2.400000e+08
Dividends Paid -3.540000e+08 -3.700000e+08
Change To Inventory 1.173000e+09 -3.260000e+08
Change To Account Receivables -1.534000e+09 1.820000e+08
Other Cashflows From Financing Activities -6.910000e+08 -4.640000e+08
Change To Netincome 8.400000e+08 -2.746000e+09
Capital Expenditures -4.810000e+08 -3.770000e+08
2021-06-30 2021-03-31
Investments -5.477000e+09 -5.000000e+07
Change To Liabilities 2.656000e+09 1.821000e+09
Total Cashflows From Investing Activities 1.567000e+10 -2.670000e+08
Net Borrowings -4.169000e+09 8.650000e+08
Total Cash From Financing Activities -5.970000e+09 1.600000e+07
Change To Operating Activities -1.000000e+06 5.000000e+06
Issuance Of Stock 3.000000e+07 2.300000e+07
Net Income 8.512000e+09 -2.420000e+08
Change In Cash 1.108000e+10 2.030000e+08
Repurchase Of Stock -9.840000e+08 -9.840000e+08
Total Cash From Operating Activities 1.380000e+09 4.540000e+08
Depreciation 8.710000e+08 8.440000e+08
Other Cashflows From Investing Activities 2.144400e+10 1.100000e+07
Dividends Paid -3.810000e+08 -3.790000e+08
Change To Inventory -4.720000e+08 -4.080000e+08
Change To Account Receivables -2.224000e+09 -1.723000e+09
Other Cashflows From Financing Activities -4.660000e+08 -4.930000e+08
Change To Netincome -7.981000e+09 1.350000e+08
Capital Expenditures -3.020000e+08 -3.040000e+08 ]
['quarterly_earnings', Revenue Earnings
Quarter
1Q2021 22788000000 -242000000
2Q2021 29734000000 8512000000
3Q2021 32491000000 694000000
4Q2021 35438000000 774000000]
['quarterly_financials', 2021-12-31 2021-09-30 \
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 1348000000.0 1012000000.0
Minority Interest 7375000000.0 7684000000.0
Net Income 774000000.0 694000000.0
Selling General Administrative 654000000.0 691000000.0
Gross Profit 3254000000.0 2928000000.0
Ebit 1610000000.0 1208000000.0
Operating Income 1610000000.0 1208000000.0
Other Operating Expenses 177000000.0 193000000.0
Interest Expense -302000000.0 -313000000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 243000000.0 -18000000.0
Total Revenue 35438000000.0 32491000000.0
Total Operating Expenses 33828000000.0 31283000000.0
Cost Of Revenue 32184000000.0 29563000000.0
Total Other Income Expense Net -262000000.0 -196000000.0
Discontinued Operations NaN NaN
Net Income From Continuing Ops 1105000000.0 1030000000.0
Net Income Applicable To Common Shares 772000000.0 694000000.0
2021-06-30 2021-03-31
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 593000000.0 -136000000.0
Minority Interest 7772000000.0 7887000000.0
Net Income 8512000000.0 -242000000.0
Selling General Administrative 681000000.0 575000000.0
Gross Profit 2557000000.0 1704000000.0
Ebit 816000000.0 123000000.0
Operating Income 816000000.0 123000000.0
Other Operating Expenses 189000000.0 162000000.0
Interest Expense -318000000.0 -334000000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 5000000.0 34000000.0
Total Revenue 29734000000.0 22788000000.0
Total Operating Expenses 28918000000.0 22665000000.0
Cost Of Revenue 27177000000.0 21084000000.0
Total Other Income Expense Net -223000000.0 -259000000.0
Discontinued Operations 8214000000.0 234000000.0
Net Income From Continuing Ops 588000000.0 -170000000.0
Net Income Applicable To Common Shares 8512000000.0 -242000000.0 ]
['mutualfund_holders', Holder Shares Date Reported \
0 Select Sector SPDR Fund-Energy Select 18103056 2022-01-30
1 Vanguard Total Stock Market Index Fund 17494854 2021-12-30
2 Vanguard 500 Index Fund 13037019 2021-12-30
3 Vanguard Mid-Cap Index Fund 6960433 2021-12-30
4 SPDR S&P 500 ETF Trust 6540311 2022-01-30
5 Fidelity 500 Index Fund 6304109 2022-02-27
6 iShares Core S&P 500 ETF 5120813 2022-01-30
7 Vanguard Index-Value Index Fund 4704115 2021-12-30
8 Vanguard Institutional Index Fund-Institutiona... 4638261 2021-12-30
9 iShares Select Dividend ETF 4127022 2022-01-30
% Out Value
0 0.0335 1298894268
1 0.0323 1119495707
2 0.0241 834238845
3 0.0129 445398107
4 0.0121 469267314
5 0.0117 490900967
6 0.0095 367418332
7 0.0087 301016318
8 0.0086 296802321
9 0.0076 296113828 ]
['options', ('2022-07-15', '2022-09-16', '2023-01-20', '2024-01-19')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 7.01
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile 0
peerCount 39
governanceScore 5.87
environmentPercentile 0
animalTesting False
tobacco False
totalEsg 28.78
highestControversy 3
esgPerformance None
coal False
pesticides False
adult False
percentile 57.14
peerGroup Refiners & Pipelines
smallArms False
environmentScore 15.91
governancePercentile 0
militaryContract False]
symbol: DVN
sector: Energy
Index: SP500
vol_30d_2yr: 121752263500.0
Sector 1YMF: 43.869985580444336
1YMF: 0.0019605729958359253
risk trend factor: 1.6693295757310957
beta currentRatio debtToEquity dividendRate dividendYield \
DVN 2.784803 1.376 71.922 5.08 0.0739
ebitda ebitdaMargins forwardPE freeCashflow grossMargins \
DVN 5506999808 0.41984 13.089866 2805625088 0.56522
grossProfits heldPercentInstitutions industry marketCap \
DVN 7414000000 0.86307 Oil & Gas E&P 46347419648
operatingCashflow operatingMargins payoutRatio pegRatio priceToBook \
DVN 4898999808 0.25288 0.4991 0.43 5.193446
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
DVN 3.533386 0.21445 1.207 0.13402
returnOnEquity revenueGrowth revenuePerShare sector sharesOutstanding \
DVN 0.45627 2.003 19.784 Energy 677000000
shortRatio totalCash totalCashPerShare totalDebt totalRevenue \
DVN 1.7 2099000064 3.16 6760000000 13116999680
trailingPE
DVN 33.992058
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-14 | 70.589996 | 67.376962 | 73.555238 | 79.733514 | 65.418095 | 6.714301 | 51.989493 | 78.846697 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| DVN | 0.001961 | 70.589996 | 121752263500.0 | 0.877075 | 0.988553 | 0.552856 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | risk_trend_factor |
| black | linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: 43.219993591308594 Sector Volume Factor: 0.0015231818763778249 Sector Risk Trend Factor: 1.395093250744777 Index 1YMF: -263.8100280761719 Index Volume Factor: 0.0022075805827187875 Index Risk Trend Factor: -3.321707170400029
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)
ets next 13 weeks inner cv scores: [72.45773206347532, 72.45773270555088, 72.45773206278174, 72.45773206246297] inner cv sdevs: [107.35588927580905, 107.35589112807962, 107.35588927630698, 107.35588927605704] best model: ['F', 'T'] best inner cv score, sdev (11 folds): 72.45773206246297 107.35588927605704 test cv mean error, stdev (10 folds): [79.15100023628148, 110.38576884398293] sell date: 2022-09-18 expected return: 0.0975423634225949 discounted return: 0.000980200768888162 quarter return: 1.094321244565625
['options', ('2022-07-15', '2023-01-20', '2024-01-19')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 8.78
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile 0
peerCount 66
governanceScore 7.86
environmentPercentile 0
animalTesting False
tobacco False
totalEsg 34.39
highestControversy 2
esgPerformance LEAD_PERF
coal False
pesticides False
adult False
percentile 76.03
peerGroup Oil & Gas Producers
smallArms False
environmentScore 17.75
governancePercentile 0
militaryContract False]
symbol: VLO
sector: Energy
Index: SP500
vol_30d_2yr: 46297639500.0
Sector 1YMF: 81.58000183105469
1YMF: 0.0022898921229018597
risk trend factor: 1.6283433995151604
beta currentRatio debtToEquity dividendRate dividendYield \
VLO 1.762704 1.178 64.483 3.92 0.0279
ebitda ebitdaMargins forwardPE freeCashflow grossMargins \
VLO 6672999936 0.05306 12.590502 4647625216 0.05998
grossProfits heldPercentInstitutions industry \
VLO 5487000000 0.80473 Oil & Gas Refining & Marketing
marketCap operatingCashflow operatingMargins payoutRatio pegRatio \
VLO 57341566976 6498999808 0.0341 0.6312 0.42
priceToBook priceToSalesTrailing12Months profitMargins quickRatio \
VLO 3.04675 0.455942 0.02019 0.7
returnOnAssets returnOnEquity revenueGrowth revenuePerShare sector \
VLO 0.04701 0.14702 0.886 308.815 Energy
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
VLO 408096000 1.46 2638000128 6.464 13160999936
totalRevenue trailingPE
VLO 125765001216 22.619123
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-14 | 133.75 | 118.374391 | 131.868413 | 145.362434 | 114.833016 | 15.68235 | 83.468316 | 146.197716 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| VLO | 0.00229 | 133.75 | 46297639500.0 | 0.882733 | 0.922874 | 0.537334 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | risk_trend_factor |
| black | linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: 43.219993591308594 Sector Volume Factor: 0.0015231818763778249 Sector Risk Trend Factor: 1.395093250744777 Index 1YMF: -263.8100280761719 Index Volume Factor: 0.0022075805827187875 Index Risk Trend Factor: -3.321707170400029
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)
ets next 13 weeks inner cv scores: [257.7262983647111, 257.72629846446995, 257.72629841987816, 257.7262983647111] inner cv sdevs: [325.6413838220487, 325.64138377693934, 325.64138378699107, 325.6413838220486] best model: ['T', 'T'] best inner cv score, sdev (11 folds): 257.7262983647111 325.6413838220487 test cv mean error, stdev (10 folds): [275.4331745013099, 336.4486199287141] sell date: 2022-09-18 expected return: 0.060260080517683896 discounted return: 0.0006161290665045449 quarter return: 1.058302721823071
['options', ('2022-06-17', '2023-01-20', '2024-01-19')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 7.23
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile None
peerCount 39
governanceScore 4.98
environmentPercentile None
animalTesting False
tobacco False
totalEsg 30.94
highestControversy 3
esgPerformance OUT_PERF
coal False
pesticides False
adult False
percentile 65.34
peerGroup Refiners & Pipelines
smallArms False
environmentScore 18.74
governancePercentile None
militaryContract False]
symbol: COP
sector: Energy
Index: SP500
vol_30d_2yr: 96861604200.0
Sector 1YMF: 57.459999084472656
1YMF: 0.0016468341745675941
risk trend factor: 1.6273007828392883
beta currentRatio debtToEquity dividendRate dividendYield \
COP 1.350272 1.513 38.088 1.92 0.0164
earningsGrowth ebitda ebitdaMargins forwardPE freeCashflow \
COP 4.853 25497999360 0.46444 10.115151 10752749568
grossMargins grossProfits heldPercentInstitutions industry \
COP 0.52295 22936000000 0.81342 Oil & Gas E&P
marketCap operatingCashflow operatingMargins payoutRatio pegRatio \
COP 151113760768 19983998976 0.33401 0.2348 0.53
priceToBook priceToSalesTrailing12Months profitMargins quickRatio \
COP 3.070272 2.752527 0.23417 1.287
returnOnAssets returnOnEquity revenueGrowth revenuePerShare sector \
COP 0.1295 0.27835 0.828 41.447 Energy
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
COP 1293449984 2.15 7144000000 5.523 18745999360
totalRevenue trailingPE
COP 54899998720 12.1105
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-14 | 111.489998 | 101.783141 | 112.579841 | 123.376542 | 104.161111 | 7.447975 | 89.265162 | 119.057061 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| COP | 0.001647 | 111.489998 | 96861604200.0 | 0.869601 | 0.980711 | 0.490397 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | risk_trend_factor |
| black | linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: 43.219993591308594 Sector Volume Factor: 0.0015231818763778249 Sector Risk Trend Factor: 1.395093250744777 Index 1YMF: -263.8100280761719 Index Volume Factor: 0.0022075805827187875 Index Risk Trend Factor: -3.321707170400029
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)
ets next 13 weeks inner cv scores: [142.66282142500023, 142.66282125088935, 142.66282139000796, 142.662821406029] inner cv sdevs: [159.52917913729667, 159.52917896274553, 159.5291789832317, 159.5291791316207] best model: ['T', 'F'] best inner cv score, sdev (11 folds): 142.66282125088935 159.52917896274553 test cv mean error, stdev (10 folds): [156.2099386481347, 161.16993079080987] sell date: 2022-09-18 expected return: 0.07326279381718037 discounted return: 0.0007445227952111999 quarter return: 1.0708691530958148
['options', ('2022-08-19', '2023-01-20', '2024-01-19')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 9.71
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile None
peerCount 66
governanceScore 7.68
environmentPercentile None
animalTesting False
tobacco False
totalEsg 34.92
highestControversy 2
esgPerformance OUT_PERF
coal False
pesticides False
adult False
percentile 77.49
peerGroup Oil & Gas Producers
smallArms False
environmentScore 17.53
governancePercentile None
militaryContract False]
symbol: LNTH
sector: Healthcare
Index: SP600
vol_30d_2yr: 7190737100.0
Sector 1YMF: 30.951007843017578
1YMF: 0.0033967310527873423
risk trend factor: 1.6221703910285028
beta currentRatio debtToEquity earningsGrowth ebitda \
LNTH 0.750453 1.828 36.846 3.692 108329000
ebitdaMargins forwardPE freeCashflow grossMargins grossProfits \
LNTH 0.20002 21.648647 77142872 0.50913 187695000
heldPercentInstitutions industry marketCap \
LNTH 1.01214 Diagnostics & Research 4947831808
operatingCashflow operatingMargins payoutRatio pegRatio priceToBook \
LNTH 54362000 0.11518 0 0.63 9.582613
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
LNTH 9.135937 -0.06892 1.563 0.04389
returnOnEquity revenueGrowth revenuePerShare sector \
LNTH -0.07151 1.258 7.998 Healthcare
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
LNTH 68634096 2 105355000 1.535 190072992
totalRevenue
LNTH 541579008
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-14 | 62.580002 | 59.930496 | 66.714857 | 73.499217 | 61.429841 | 5.416784 | 50.596273 | 72.26341 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| LNTH | 0.003397 | 62.580002 | 7190737100.0 | 0.822953 | 0.98634 | 0.532554 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | risk_trend_factor |
| black | linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -120.76998901367188 Sector Volume Factor: 0.0022806018349254167 Sector Risk Trend Factor: -2.889924965769055 Index 1YMF: -69.3499984741211 Index Volume Factor: 0.0022254315395940014 Index Risk Trend Factor: -4.866666559587445
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)
ets next 13 weeks inner cv scores: [41.47571884662523, 41.47571808695382, 41.47571711948716, 41.47571867786617] inner cv sdevs: [60.17941329621828, 60.17941093965518, 60.17941238182742, 60.17941282730593] best model: ['F', 'F'] best inner cv score, sdev (11 folds): 41.47571711948716 60.17941238182742 test cv mean error, stdev (10 folds): [42.46377726297496, 63.031572318563285] sell date: 2022-09-18 expected return: 0.2345017785138825 discounted return: 0.0022200129084550824 quarter return: 1.226316319376961
['options', ('2022-07-15',)]
symbol: MRO
sector: Energy
Index: SP500
vol_30d_2yr: 252220800100.0
Sector 1YMF: 16.26000213623047
1YMF: 0.0017287471922503032
risk trend factor: 1.5649663240109462
beta currentRatio debtToEquity dividendRate dividendYield \
MRO 2.766666 1.112 38.48 0.32 0.0119
ebitda ebitdaMargins forwardPE freeCashflow grossMargins \
MRO 3308999936 0.58921 14.321428 1785500032 0.77546
grossProfits heldPercentInstitutions industry marketCap \
MRO 4355000000 0.802 Oil & Gas E&P 21853534208
operatingCashflow operatingMargins payoutRatio pegRatio priceToBook \
MRO 3239000064 0.20495 0.0769 0.59 2.051451
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
MRO 3.891299 0.16845 1.052 0.04117
returnOnEquity revenueGrowth revenuePerShare sector sharesOutstanding \
MRO 0.08905 1.091 7.136 Energy 778537024
shortRatio totalCash totalCashPerShare totalDebt totalRevenue
MRO 0.93 580000000 0.794 4112000000 5616000000
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-14 | 28.790001 | 26.107532 | 29.696984 | 33.286436 | 26.793597 | 2.531289 | 21.731019 | 31.856176 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| MRO | 0.001729 | 28.790001 | 252220800100.0 | 0.849204 | 0.948885 | 0.544141 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | risk_trend_factor |
| black | linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: 43.219993591308594 Sector Volume Factor: 0.0015231818763778249 Sector Risk Trend Factor: 1.395093250744777 Index 1YMF: -263.8100280761719 Index Volume Factor: 0.0022075805827187875 Index Risk Trend Factor: -3.321707170400029
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)
ets next 13 weeks inner cv scores: [12.317458407807123, 12.317458404973321, 12.317458410406248, 12.317458383180918] inner cv sdevs: [17.508607401612696, 17.508607402408582, 17.508607400987618, 17.50860741582898] best model: ['F', 'T'] best inner cv score, sdev (11 folds): 12.317458383180918 17.50860741582898 test cv mean error, stdev (10 folds): [13.299649960609571, 18.07193303764845] sell date: 2022-09-18 expected return: 0.1419256804340833 discounted return: 0.0013979871235636487 quarter return: 1.137149847565985
['quarterly_balance_sheet', 2021-12-31 2021-09-30 2021-06-30 \
Capital Surplus 7.221000e+09 7.213000e+09 7.201000e+09
Total Liab 6.308000e+09 6.365000e+09 7.166000e+09
Total Stockholder Equity 1.068600e+10 1.079600e+10 1.063400e+10
Other Current Liab 3.680000e+08 4.960000e+08 5.020000e+08
Total Assets 1.699400e+10 1.716100e+10 1.780000e+10
Common Stock 9.370000e+08 9.370000e+08 9.370000e+08
Other Current Assets 2.200000e+07 2.500000e+07 1.900000e+07
Retained Earnings 7.271000e+09 6.669000e+09 6.524000e+09
Other Liab 6.440000e+08 6.420000e+08 6.650000e+08
Treasury Stock -4.743000e+09 -4.023000e+09 -4.028000e+09
Other Assets 1.100000e+08 1.040000e+08 9.300000e+07
Cash 5.800000e+08 4.850000e+08 9.700000e+08
Total Current Liabilities 1.637000e+09 1.676000e+09 1.575000e+09
Short Long Term Debt 3.900000e+07 3.900000e+07 3.500000e+07
Other Stockholder Equity 8.200000e+07 8.200000e+07 7.700000e+07
Property Plant Equipment 1.458600e+10 1.484300e+10 1.511100e+10
Total Current Assets 1.821000e+09 1.655000e+09 2.075000e+09
Long Term Investments 4.770000e+08 5.590000e+08 5.210000e+08
Net Tangible Assets 1.068600e+10 1.079600e+10 1.063400e+10
Net Receivables 1.142000e+09 1.068000e+09 1.008000e+09
Long Term Debt 3.980000e+09 3.983000e+09 4.882000e+09
Inventory 7.700000e+07 7.700000e+07 7.800000e+07
Accounts Payable 1.110000e+09 1.028000e+09 9.370000e+08
2021-03-31
Capital Surplus 7.195000e+09
Total Liab 7.562000e+09
Total Stockholder Equity 1.067100e+10
Other Current Liab 3.810000e+08
Total Assets 1.823300e+10
Common Stock 9.370000e+08
Other Current Assets 2.600000e+07
Retained Earnings 6.540000e+09
Other Liab 6.950000e+08
Treasury Stock -4.001000e+09
Other Assets 9.600000e+07
Cash 1.125000e+09
Total Current Liabilities 1.899000e+09
Short Long Term Debt 5.010000e+08
Other Stockholder Equity 1.120000e+08
Property Plant Equipment 1.542500e+10
Total Current Assets 2.150000e+09
Long Term Investments 5.620000e+08
Net Tangible Assets 1.067100e+10
Net Receivables 9.210000e+08
Long Term Debt 4.910000e+09
Inventory 7.800000e+07
Accounts Payable 9.180000e+08 ]
['quarterly_cashflow', 2021-12-31 2021-09-30 \
Investments 4.600000e+07 9.000000e+06
Change To Liabilities 1.410000e+08 1.070000e+08
Total Cashflows From Investing Activities -2.820000e+08 -2.650000e+08
Total Cash From Financing Activities -7.690000e+08 -1.036000e+09
Change To Operating Activities -2.000000e+07 -7.000000e+06
Net Income 6.490000e+08 1.840000e+08
Change In Cash 9.500000e+07 -4.850000e+08
Repurchase Of Stock -7.240000e+08 -1.000000e+06
Total Cash From Operating Activities 1.146000e+09 8.160000e+08
Depreciation 4.630000e+08 5.830000e+08
Dividends Paid -4.700000e+07 -3.900000e+07
Change To Account Receivables -7.600000e+07 -6.000000e+07
Other Cashflows From Financing Activities 2.000000e+06 -9.600000e+07
Change To Netincome -1.100000e+07 8.000000e+06
Capital Expenditures -2.740000e+08 -2.890000e+08
Net Borrowings NaN -9.000000e+08
Other Cashflows From Investing Activities NaN 1.000000e+06
Change To Inventory NaN 1.000000e+06
2021-06-30 2021-03-31
Investments 6000000.0 6000000.0
Change To Liabilities 20000000.0 101000000.0
Total Cashflows From Investing Activities -256000000.0 -207000000.0
Total Cash From Financing Activities -554000000.0 -32000000.0
Change To Operating Activities 12000000.0 61000000.0
Net Income 16000000.0 97000000.0
Change In Cash -155000000.0 383000000.0
Repurchase Of Stock -1000000.0 -9000000.0
Total Cash From Operating Activities 655000000.0 622000000.0
Depreciation 600000000.0 512000000.0
Dividends Paid -32000000.0 -23000000.0
Change To Account Receivables -78000000.0 -175000000.0
Other Cashflows From Financing Activities -22000000.0 -22000000.0
Change To Netincome 85000000.0 28000000.0
Capital Expenditures -274000000.0 -209000000.0
Net Borrowings -500000000.0 -500000000.0
Other Cashflows From Investing Activities 1000000.0 -1000000.0
Change To Inventory 1000000.0 -2000000.0 ]
['quarterly_earnings', Revenue Earnings
Quarter
1Q2021 1180000000 97000000
2Q2021 1259000000 16000000
3Q2021 1439000000 184000000
4Q2021 1738000000 649000000]
['quarterly_financials', 2021-12-31 2021-09-30 \
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 683000000.0 188000000.0
Minority Interest None None
Net Income 649000000.0 184000000.0
Selling General Administrative 61000000.0 70000000.0
Gross Profit 1393000000.0 1089000000.0
Ebit 755000000.0 254000000.0
Operating Income 755000000.0 254000000.0
Other Operating Expenses 94000000.0 167000000.0
Interest Expense -74000000.0 -57000000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 34000000.0 4000000.0
Total Revenue 1738000000.0 1439000000.0
Total Operating Expenses 983000000.0 1185000000.0
Cost Of Revenue 345000000.0 350000000.0
Total Other Income Expense Net -72000000.0 -66000000.0
Discontinued Operations None None
Net Income From Continuing Ops 649000000.0 184000000.0
Net Income Applicable To Common Shares 649000000.0 184000000.0
2021-06-30 2021-03-31
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 26000000.0 107000000.0
Minority Interest None None
Net Income 16000000.0 97000000.0
Selling General Administrative 69000000.0 75000000.0
Gross Profit 966000000.0 907000000.0
Ebit 54000000.0 87000000.0
Operating Income 54000000.0 87000000.0
Other Operating Expenses 240000000.0 227000000.0
Interest Expense -59000000.0 -13000000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 10000000.0 10000000.0
Total Revenue 1259000000.0 1180000000.0
Total Operating Expenses 1205000000.0 1093000000.0
Cost Of Revenue 293000000.0 273000000.0
Total Other Income Expense Net -28000000.0 20000000.0
Discontinued Operations None None
Net Income From Continuing Ops 16000000.0 97000000.0
Net Income Applicable To Common Shares 16000000.0 97000000.0 ]
['mutualfund_holders', Holder Shares Date Reported % Out \
0 Vanguard/Windsor II 26018487 2022-01-30 0.0368
1 Select Sector SPDR Fund-Energy Select 22895120 2022-01-30 0.0324
2 Vanguard Total Stock Market Index Fund 22131478 2021-12-30 0.0313
3 Vanguard Small-Cap Index Fund 19611815 2021-12-30 0.0277
4 Vanguard 500 Index Fund 16486851 2021-12-30 0.0233
5 Vanguard Small Cap Value Index Fund 12430773 2021-12-30 0.0176
6 Fidelity Low-Priced Stock Fund 12282677 2022-02-27 0.0174
7 SPDR S&P 500 ETF Trust 8364080 2022-01-30 0.0118
8 Fidelity 500 Index Fund 7972838 2022-02-27 0.0113
9 Invesco Comstock Fd 7808667 2022-01-30 0.0110
Value
0 506579941
1 445767986
2 363398868
3 322026002
4 270714093
5 204113292
6 277097193
7 162848637
8 179867225
9 152034746 ]
['options', ('2022-07-15', '2022-09-16', '2023-01-20', '2024-01-19')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 10.01
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile 0
peerCount 66
governanceScore 8.13
environmentPercentile 0
animalTesting False
tobacco False
totalEsg 42.05
highestControversy 2
esgPerformance None
coal False
pesticides False
adult False
percentile 90.8
peerGroup Oil & Gas Producers
smallArms False
environmentScore 23.91
governancePercentile 0
militaryContract False]
symbol: APA
sector: Energy
Index: SP500
vol_30d_2yr: 105341198700.0
Sector 1YMF: 24.150001525878906
1YMF: 0.001859298189284797
risk trend factor: 1.5255842534713018
beta currentRatio dividendRate dividendYield earningsGrowth \
APA 4.42549 1.124 0.5 0.0122 38.999
ebitda ebitdaMargins freeCashflow grossMargins grossProfits \
APA 4470000128 0.55701 2259500032 0.63302 5080000000
heldPercentInstitutions industry operatingCashflow operatingMargins \
APA 0.92629 Oil & Gas E&P 3496000000 0.3696
payoutRatio pegRatio profitMargins quickRatio returnOnAssets \
APA 0.0339 0.16 0.12125 0.801 0.14233
returnOnEquity revenueGrowth revenuePerShare sector shortRatio \
APA 27.07216 0.905 21.457 Energy 1.45
totalCash totalCashPerShare totalDebt totalRevenue
APA 302000000 0.871 7760999936 8024999936
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-14 | 46.0 | 39.761978 | 46.000952 | 52.239927 | 42.767936 | 3.39058 | 35.986776 | 49.549097 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| APA | 0.001859 | 46.0 | 105341198700.0 | 0.866292 | 0.413628 | 0.447575 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | risk_trend_factor |
| black | linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: 43.219993591308594 Sector Volume Factor: 0.0015231818763778249 Sector Risk Trend Factor: 1.395093250744777 Index 1YMF: -263.8100280761719 Index Volume Factor: 0.0022075805827187875 Index Risk Trend Factor: -3.321707170400029
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)
ets next 13 weeks inner cv scores: [36.429421833060225, 36.429421799205734, 36.42942183722904, 36.4294218355459] inner cv sdevs: [45.103085849758756, 45.10308576480753, 45.10308584972008, 45.10308584704238] best model: ['T', 'F'] best inner cv score, sdev (11 folds): 36.429421799205734 45.10308576480753 test cv mean error, stdev (10 folds): [39.791599274418246, 45.97141046196568] sell date: 2022-07-03 expected return: 0.14608942044497636 discounted return: 0.0076040788081128685 quarter return: 2.007577647633649
['quarterly_balance_sheet', 2021-12-31 2021-09-30 2021-06-30 \
Capital Surplus 1.164500e+10 1.168600e+10 1.170400e+10
Total Liab 1.330800e+10 1.270500e+10 1.281900e+10
Total Stockholder Equity -1.595000e+09 -1.095000e+09 -9.640000e+08
Minority Interest 1.590000e+09 1.580000e+09 1.657000e+09
Deferred Long Term Liab 5.700000e+08 5.150000e+08 5.120000e+08
Other Current Liab 3.370000e+08 2.760000e+08 2.990000e+08
Total Assets 1.330300e+10 1.331000e+10 1.351200e+10
Common Stock 2.620000e+08 2.620000e+08 2.620000e+08
Other Current Assets 1.550000e+08 1.020000e+08 7.600000e+07
Retained Earnings -9.488000e+09 -9.870000e+09 -9.757000e+09
Other Liab 3.744000e+09 3.673000e+09 2.626000e+09
Treasury Stock -4.014000e+09 -3.173000e+09 -3.173000e+09
Other Assets 1.223000e+09 1.255000e+09 5.120000e+08
Cash 3.020000e+08 3.770000e+08 1.249000e+09
Total Current Liabilities 2.117000e+09 1.839000e+09 1.773000e+09
Deferred Long Term Asset Charges 1.300000e+07 NaN NaN
Other Stockholder Equity 2.200000e+07 1.500000e+07 1.500000e+07
Property Plant Equipment 8.335000e+09 8.336000e+09 8.501000e+09
Total Current Assets 2.380000e+09 2.181000e+09 2.945000e+09
Long Term Investments 1.365000e+09 1.538000e+09 1.554000e+09
Net Tangible Assets -1.595000e+09 -1.095000e+09 -9.640000e+08
Net Receivables 1.394000e+09 1.170000e+09 1.068000e+09
Long Term Debt 7.261000e+09 7.159000e+09 8.386000e+09
Inventory 4.730000e+08 4.760000e+08 4.790000e+08
Accounts Payable 7.310000e+08 6.870000e+08 6.030000e+08
Short Long Term Debt NaN 2.130000e+08 2.130000e+08
2021-03-31
Capital Surplus 1.172700e+10
Total Liab 1.278300e+10
Total Stockholder Equity -1.258000e+09
Minority Interest 1.602000e+09
Deferred Long Term Liab 4.930000e+08
Other Current Liab 2.000000e+08
Total Assets 1.312700e+10
Common Stock 2.620000e+08
Other Current Assets 1.450000e+08
Retained Earnings -1.007300e+10
Other Liab 2.732000e+09
Treasury Stock -3.174000e+09
Other Assets 4.970000e+08
Cash 5.380000e+08
Total Current Liabilities 1.338000e+09
Deferred Long Term Asset Charges NaN
Other Stockholder Equity 1.500000e+07
Property Plant Equipment 8.718000e+09
Total Current Assets 2.345000e+09
Long Term Investments 1.567000e+09
Net Tangible Assets -1.258000e+09
Net Receivables 1.071000e+09
Long Term Debt 8.678000e+09
Inventory 5.020000e+08
Accounts Payable 5.240000e+08
Short Long Term Debt NaN ]
['quarterly_cashflow', 2021-12-31 2021-09-30 \
Investments -1.000000e+06 -3.000000e+06
Change To Liabilities 2.600000e+07 6.200000e+07
Total Cashflows From Investing Activities -2.910000e+08 -1.490000e+08
Net Borrowings 1.020000e+08 -1.335000e+09
Total Cash From Financing Activities -8.690000e+08 -1.494000e+09
Change To Operating Activities 1.800000e+08 -1.800000e+07
Net Income 3.820000e+08 -1.130000e+08
Change In Cash -7.500000e+07 -8.720000e+08
Repurchase Of Stock -8.470000e+08 -8.470000e+08
Total Cash From Operating Activities 1.085000e+09 7.710000e+08
Depreciation 3.650000e+08 3.690000e+08
Other Cashflows From Investing Activities 8.000000e+06 3.200000e+07
Dividends Paid -2.400000e+07 -9.000000e+06
Change To Inventory 1.000000e+07 -3.900000e+07
Change To Account Receivables -1.210000e+08 -1.000000e+08
Other Cashflows From Financing Activities -1.000000e+08 -1.500000e+08
Change To Netincome 2.430000e+08 6.100000e+08
Capital Expenditures -3.150000e+08 -2.360000e+08
2021-06-30 2021-03-31
Investments -3000000.0 -21000000.0
Change To Liabilities 82000000.0 75000000.0
Total Cashflows From Investing Activities -126000000.0 -267000000.0
Net Borrowings -79000000.0 -58000000.0
Total Cash From Financing Activities -132000000.0 -128000000.0
Change To Operating Activities 104000000.0 -79000000.0
Net Income 316000000.0 388000000.0
Change In Cash 711000000.0 276000000.0
Repurchase Of Stock -847000000.0 -847000000.0
Total Cash From Operating Activities 969000000.0 671000000.0
Depreciation 382000000.0 388000000.0
Other Cashflows From Investing Activities 5000000.0 7000000.0
Dividends Paid -10000000.0 -9000000.0
Change To Inventory 23000000.0 -3000000.0
Change To Account Receivables 3000000.0 -168000000.0
Other Cashflows From Financing Activities -43000000.0 -61000000.0
Change To Netincome 59000000.0 70000000.0
Capital Expenditures -306000000.0 -256000000.0 ]
['quarterly_earnings', Revenue Earnings
Quarter
1Q2021 1932000000 388000000
2Q2021 1830000000 316000000
3Q2021 2099000000 -113000000
4Q2021 2164000000 382000000]
['quarterly_financials', 2021-12-31 2021-09-30 \
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 654000000.0 122000000.0
Minority Interest 1590000000.0 1580000000.0
Net Income 382000000.0 -113000000.0
Selling General Administrative 137000000.0 70000000.0
Gross Profit 1467000000.0 1301000000.0
Ebit 937000000.0 774000000.0
Operating Income 937000000.0 774000000.0
Other Operating Expenses 15000000.0 88000000.0
Interest Expense -94000000.0 -101000000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 169000000.0 152000000.0
Total Revenue 2164000000.0 2099000000.0
Total Operating Expenses 1227000000.0 1325000000.0
Cost Of Revenue 697000000.0 798000000.0
Total Other Income Expense Net -283000000.0 -652000000.0
Discontinued Operations None None
Net Income From Continuing Ops 485000000.0 -30000000.0
Net Income Applicable To Common Shares 382000000.0 -113000000.0
2021-06-30 2021-03-31
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 495000000.0 620000000.0
Minority Interest 1657000000.0 1602000000.0
Net Income 316000000.0 388000000.0
Selling General Administrative 86000000.0 83000000.0
Gross Profit 1196000000.0 1116000000.0
Ebit 510000000.0 745000000.0
Operating Income 510000000.0 745000000.0
Other Operating Expenses 223000000.0 -103000000.0
Interest Expense -111000000.0 -112000000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 87000000.0 170000000.0
Total Revenue 1830000000.0 1932000000.0
Total Operating Expenses 1320000000.0 1187000000.0
Cost Of Revenue 634000000.0 816000000.0
Total Other Income Expense Net -15000000.0 -125000000.0
Discontinued Operations None None
Net Income From Continuing Ops 408000000.0 450000000.0
Net Income Applicable To Common Shares 316000000.0 388000000.0 ]
['mutualfund_holders', Holder Shares Date Reported % Out \
0 Oakmark Fund 12743809 2021-12-30 0.0377
1 Select Sector SPDR Fund-Energy Select 10683025 2022-01-30 0.0316
2 Vanguard Total Stock Market Index Fund 10325855 2021-12-30 0.0305
3 Vanguard Small-Cap Index Fund 9149341 2021-12-30 0.0271
4 Vanguard/Windsor II 8002477 2022-01-30 0.0237
5 Vanguard 500 Index Fund 7693595 2021-12-30 0.0227
6 Vanguard Small Cap Value Index Fund 5800585 2021-12-30 0.0171
7 Oakmark Select Fund 5500000 2021-12-30 0.0163
8 SPDR S&P 500 ETF Trust 4043068 2022-01-30 0.0120
9 Fidelity 500 Index Fund 3720217 2022-02-27 0.0110
Value
0 342681024
1 354783260
2 277662240
3 246025779
4 265762261
5 206880769
6 155977730
7 147895000
8 134270288
9 132551331 ]
['options', ('2022-07-15', '2023-01-20', '2024-01-19')]
symbol: XOM
sector: Energy
Index: SP500
vol_30d_2yr: 282584082100.0
Sector 1YMF: 39.93998718261719
1YMF: 0.0020610251493001558
risk trend factor: 1.5197864930679341
beta currentRatio debtToEquity dividendRate dividendYield \
XOM 1.040834 1.072 26.929 3.52 0.0341
earningsGrowth ebitda ebitdaMargins forwardPE freeCashflow \
XOM 1.003 53895000064 0.17427 11.818078 31484874752
grossMargins grossProfits heldPercentInstitutions industry \
XOM 0.31806 90045000000 0.56852 Oil & Gas Integrated
marketCap operatingCashflow operatingMargins payoutRatio pegRatio \
XOM 440658558976 53653000192 0.10859 0.5804 0.36
priceToBook priceToSalesTrailing12Months profitMargins quickRatio \
XOM 2.603749 1.424839 0.08339 0.739
returnOnAssets returnOnEquity revenueGrowth revenuePerShare sector \
XOM 0.06097 0.1559 0.525 72.369 Energy
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
XOM 4213199872 1.13 11073999872 2.629 47537000448
totalRevenue trailingPE
XOM 309269004288 17.34494
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-14 | 96.099998 | 88.636597 | 96.527143 | 104.417688 | 88.279133 | 6.843087 | 74.592959 | 101.965306 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| XOM | 0.002061 | 96.099998 | 282584082100.0 | 0.872818 | 0.958139 | 0.535838 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | risk_trend_factor |
| black | linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: 43.219993591308594 Sector Volume Factor: 0.0015231818763778249 Sector Risk Trend Factor: 1.395093250744777 Index 1YMF: -263.8100280761719 Index Volume Factor: 0.0022075805827187875 Index Risk Trend Factor: -3.321707170400029
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)
ets next 13 weeks inner cv scores: [103.87700682186569, 103.87700686349449, 103.87679704529982, 103.87700674846839] inner cv sdevs: [112.52048911380237, 112.5204891506597, 112.51998151928628, 112.5204891289752] best model: ['F', 'F'] best inner cv score, sdev (11 folds): 103.87679704529982 112.51998151928628 test cv mean error, stdev (10 folds): [113.90546698814754, 113.22842761976527] sell date: 2022-09-18 expected return: 0.11985006730797623 discounted return: 0.0011922344404722285 quarter return: 1.1158542275924708
['options', ('2022-06-17', '2022-07-15', '2023-01-20', '2024-01-19', '2026-02-21')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 9.82
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile None
peerCount 66
governanceScore 8.14
environmentPercentile None
animalTesting True
tobacco False
totalEsg 36.46
highestControversy 3
esgPerformance OUT_PERF
coal False
pesticides False
adult False
percentile 81.8
peerGroup Oil & Gas Producers
smallArms False
environmentScore 18.51
governancePercentile None
militaryContract False]
symbol: NTUS
sector: Healthcare
Index: SP600
vol_30d_2yr: 2379907100.0
Sector 1YMF: 2.740001678466797
1YMF: 0.0031686951141916423
risk trend factor: 1.497267178627711
beta currentRatio debtToEquity earningsGrowth ebitda \
NTUS 0.468627 2.42 2.823 -0.67 57332000
ebitdaMargins forwardPE freeCashflow grossMargins grossProfits \
NTUS 0.1211 22.167833 64596752 0.59126 279923000
heldPercentInstitutions industry marketCap operatingCashflow \
NTUS 0.96202 Medical Devices 1082627968 63995000
operatingMargins payoutRatio pegRatio priceToBook \
NTUS 0.06206 0 1.04 2.53377
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
NTUS 2.286736 0.02783 1.635 0.03153
returnOnEquity revenueGrowth revenuePerShare sector \
NTUS 0.03153 0.084 14.061 Healthcare
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
NTUS 34152300 0.94 75595000 2.219 11992000
totalRevenue trailingPE
NTUS 473438016 64.040405
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-14 | 31.790001 | 32.345473 | 32.709047 | 33.072622 | 30.362698 | 3.500362 | 23.361974 | 37.363423 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| NTUS | 0.003169 | 31.790001 | 2379907100.0 | 0.878063 | 0.159539 | 0.413711 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | risk_trend_factor |
| black | linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -120.76998901367188 Sector Volume Factor: 0.0022806018349254167 Sector Risk Trend Factor: -2.889924965769055 Index 1YMF: -69.3499984741211 Index Volume Factor: 0.0022254315395940014 Index Risk Trend Factor: -4.866666559587445
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)
ets next 13 weeks inner cv scores: [10.031460111932823, 10.03146010370428, 10.031460112611635, 10.031460157233939] inner cv sdevs: [11.985534852801937, 11.98553484402916, 11.985534852320097, 11.985534828774774] best model: ['T', 'F'] best inner cv score, sdev (11 folds): 10.03146010370428 11.98553484402916 test cv mean error, stdev (10 folds): [10.626461212846028, 12.414671180945913] sell date: 2022-06-19 expected return: 0.04214188919670076 discounted return: 0.010372955969947029 quarter return: 2.5841493820794614
['quarterly_balance_sheet', 2021-12-31 2021-09-30 2021-06-30 \
Intangible Assets 65513000.0 73602000.0 80054000.0
Total Liab 139538000.0 138729000.0 138391000.0
Total Stockholder Equity 424750000.0 422522000.0 417827000.0
Other Current Liab 43591000.0 30250000.0 29267000.0
Total Assets 564288000.0 561251000.0 556218000.0
Common Stock 353737000.0 350457000.0 347818000.0
Retained Earnings 84486000.0 82742000.0 77169000.0
Other Liab 18140000.0 27558000.0 27867000.0
Good Will 148657000.0 149293000.0 150482000.0
Treasury Stock -13473000.0 -10677000.0 -7160000.0
Other Assets 41756000.0 43902000.0 45485000.0
Cash 75595000.0 68779000.0 62494000.0
Total Current Liabilities 114601000.0 103801000.0 102463000.0
Deferred Long Term Asset Charges 23161000.0 26296000.0 26349000.0
Other Stockholder Equity -13473000.0 -10677000.0 -7160000.0
Property Plant Equipment 31071000.0 32783000.0 34498000.0
Total Current Assets 277291000.0 261671000.0 245699000.0
Net Tangible Assets 210580000.0 199627000.0 187291000.0
Net Receivables 111760000.0 97370000.0 92793000.0
Inventory 67745000.0 71545000.0 68350000.0
Accounts Payable 36405000.0 28322000.0 26892000.0
Short Long Term Debt NaN NaN NaN
2021-03-31
Intangible Assets 85001000.0
Total Liab 172436000.0
Total Stockholder Equity 408932000.0
Other Current Liab 28465000.0
Total Assets 581368000.0
Common Stock 344696000.0
Retained Earnings 73705000.0
Other Liab 27779000.0
Good Will 149761000.0
Treasury Stock -9469000.0
Other Assets 46729000.0
Cash 80549000.0
Total Current Liabilities 136476000.0
Deferred Long Term Asset Charges 26321000.0
Other Stockholder Equity -9469000.0
Property Plant Equipment 34058000.0
Total Current Assets 265819000.0
Net Tangible Assets 174170000.0
Net Receivables 91326000.0
Inventory 69467000.0
Accounts Payable 24486000.0
Short Long Term Debt 36523000.0 ]
['quarterly_cashflow', 2021-12-31 2021-09-30 2021-06-30 \
Change To Liabilities 7070000.0 2754000.0 3065000.0
Total Cashflows From Investing Activities -671000.0 1692000.0 -2236000.0
Net Borrowings -84000.0 -110000.0 -37091000.0
Total Cash From Financing Activities -2694000.0 -120000.0 -36573000.0
Change To Operating Activities 2313000.0 -3885000.0 2041000.0
Issuance Of Stock 243000.0 243000.0 612000.0
Net Income 1744000.0 5573000.0 3464000.0
Change In Cash 6816000.0 6285000.0 -18055000.0
Repurchase Of Stock -2853000.0 -10000.0 -94000.0
Effect Of Exchange Rate -2602000.0 -2403000.0 1361000.0
Total Cash From Operating Activities 12783000.0 7116000.0 19393000.0
Depreciation 6729000.0 6863000.0 7151000.0
Change To Inventory 1175000.0 -3379000.0 2895000.0
Change To Account Receivables -12683000.0 -2631000.0 -2759000.0
Change To Netincome 6410000.0 1797000.0 3494000.0
Capital Expenditures -671000.0 -982000.0 -1236000.0
Investments NaN NaN -1000000.0
2021-03-31
Change To Liabilities 5099000.0
Total Cashflows From Investing Activities -731000.0
Net Borrowings -20125000.0
Total Cash From Financing Activities -21275000.0
Change To Operating Activities -2856000.0
Issuance Of Stock 612000.0
Net Income 2396000.0
Change In Cash -1533000.0
Repurchase Of Stock -1150000.0
Effect Of Exchange Rate -4230000.0
Total Cash From Operating Activities 24703000.0
Depreciation 7207000.0
Change To Inventory 4139000.0
Change To Account Receivables 4962000.0
Change To Netincome 3706000.0
Capital Expenditures -731000.0
Investments -1000000.0 ]
['quarterly_earnings', Revenue Earnings
Quarter
1Q2021 114927000 2396000
2Q2021 115978000 3464000
3Q2021 113877000 5573000
4Q2021 128656000 1744000]
['quarterly_financials', 2021-12-31 2021-09-30 2021-06-30 \
Research Development 13850000.0 14267000.0 14249000.0
Effect Of Accounting Charges None None None
Income Before Tax 3630000.0 7497000.0 5363000.0
Minority Interest None None None
Net Income 1744000.0 5573000.0 3464000.0
Selling General Administrative 41832000.0 41113000.0 42098000.0
Gross Profit 74660000.0 69390000.0 68135000.0
Ebit 13733000.0 8687000.0 6135000.0
Operating Income 13733000.0 8687000.0 6135000.0
Other Operating Expenses None None None
Interest Expense -217000.0 -332000.0 -556000.0
Extraordinary Items None None None
Non Recurring None None None
Other Items None None None
Income Tax Expense 1886000.0 1924000.0 1899000.0
Total Revenue 128656000.0 113877000.0 115978000.0
Total Operating Expenses 114923000.0 105190000.0 109843000.0
Cost Of Revenue 53996000.0 44487000.0 47843000.0
Total Other Income Expense Net -10103000.0 -1190000.0 -772000.0
Discontinued Operations None None None
Net Income From Continuing Ops 1744000.0 5573000.0 3464000.0
Net Income Applicable To Common Shares 1744000.0 5573000.0 3464000.0
2021-03-31
Research Development 14040000.0
Effect Of Accounting Charges None
Income Before Tax 2864000.0
Minority Interest None
Net Income 2396000.0
Selling General Administrative 43826000.0
Gross Profit 68239000.0
Ebit 4725000.0
Operating Income 4725000.0
Other Operating Expenses None
Interest Expense -766000.0
Extraordinary Items None
Non Recurring None
Other Items None
Income Tax Expense 468000.0
Total Revenue 114927000.0
Total Operating Expenses 110202000.0
Cost Of Revenue 46688000.0
Total Other Income Expense Net -1861000.0
Discontinued Operations None
Net Income From Continuing Ops 2396000.0
Net Income Applicable To Common Shares 2396000.0 ]
['mutualfund_holders', Holder Shares Date Reported \
0 iShares Core S&P Smallcap ETF 2399004 2022-01-30
1 Victory Portfolios-Sycamore Small Company Oppo... 1931300 2022-01-30
2 Allspring Special Small Cap Value Fund 1094467 2022-02-27
3 Janus Henderson Small Cap Value Fund 1029275 2021-12-30
4 Vanguard Total Stock Market Index Fund 975293 2021-12-30
5 iShares Russell 2000 ETF 768101 2022-01-30
6 Pax World Small Cap Fund 656049 2021-12-30
7 iShares S&P Smallcap 600 Value ETF 567510 2022-01-30
8 Vanguard Extended Market Index Fund 483201 2021-12-30
9 Vanguard Small-Cap Index Fund 435072 2021-12-30
% Out Value
0 0.0694 55273052
1 0.0558 44497152
2 0.0316 30448071
3 0.0298 24424695
4 0.0282 23143702
5 0.0222 17697047
6 0.0190 15568042
7 0.0164 13075430
8 0.0140 11466359
9 0.0126 10324258 ]
['options', ('2022-07-15',)]
symbol: BANF
sector: error
sector: error
Index: SP600
vol_30d_2yr: 1269485800.0
Sector 1YMF: 24.899993896484375
1YMF: 0.0020800547749332842
risk trend factor: 1.4928053621652477
Empty DataFrame
Columns: []
Index: [BANF]
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-14 | 91.309998 | 78.439849 | 88.336826 | 98.233802 | 85.050318 | 3.918382 | 77.213553 | 92.887082 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| BANF | 0.00208 | 91.309998 | 1269485800.0 | 0.908755 | 0.916616 | 0.536421 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | risk_trend_factor |
| black | linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Index 1YMF: -69.3499984741211 Index Volume Factor: 0.0022254315395940014 Index Risk Trend Factor: -4.866666559587445
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)
ets next 13 weeks inner cv scores: [55.05037811240374, 55.050606271872645, 55.050378267465184, 55.050378826915384] inner cv sdevs: [38.40696138777089, 38.40684785417371, 38.40696123455406, 38.40696220978185] best model: ['T', 'T'] best inner cv score, sdev (11 folds): 55.05037811240374 38.40696138777089 test cv mean error, stdev (10 folds): [57.95567696588894, 39.112074882464576] sell date: 2022-08-07 expected return: -0.003023823237859786 discounted return: -5.7138069981199635e-05 quarter return: 0.9947569404468798
['options', ('2022-06-17',)]
symbol: SM
sector: Energy
Index: SP600
vol_30d_2yr: 43971070600.0
Sector 1YMF: 33.88000297546387
1YMF: 0.0011477728268003554
risk trend factor: 1.48271332961936
beta currentRatio debtToEquity dividendRate dividendYield ebitda \
SM 5.179219 0.717 93.916 0.02 0.0004 1315937024
ebitdaMargins forwardPE freeCashflow grossMargins grossProfits \
SM 0.45427 5.310769 570353344 0.8671 2136878000
heldPercentInstitutions industry marketCap operatingCashflow \
SM 0.88365 Oil & Gas E&P 6310117888 1396240000
operatingMargins payoutRatio pegRatio priceToBook \
SM 0.18012 0.007 0.17 2.983406
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
SM 2.178288 0.11608 0.7 0.06264
returnOnEquity revenueGrowth revenuePerShare sector sharesOutstanding \
SM 0.17312 0.931 23.974 Energy 121864000
shortRatio totalCash totalCashPerShare totalDebt totalRevenue trailingPE
SM 1.89 419887008 3.446 1986428032 2896824064 19.444235
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-14 | 48.68 | 33.61221 | 45.55127 | 57.49033 | 40.799365 | 5.375314 | 30.048737 | 51.549994 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| SM | 0.001148 | 48.68 | 43971070600.0 | 0.882715 | 0.962497 | 0.477599 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | risk_trend_factor |
| black | linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: 43.219993591308594 Sector Volume Factor: 0.0015231818763778249 Sector Risk Trend Factor: 1.395093250744777 Index 1YMF: -69.3499984741211 Index Volume Factor: 0.0022254315395940014 Index Risk Trend Factor: -4.866666559587445
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)
ets next 13 weeks inner cv scores: [54.55830160170929, 54.55830160179843, 54.55830165642794, 54.55830162553305] inner cv sdevs: [81.76295272236173, 81.76295272218053, 81.76295270166503, 81.76295273415829] best model: ['T', 'T'] best inner cv score, sdev (11 folds): 54.55830160170929 81.76295272236173 test cv mean error, stdev (10 folds): [59.85979191105109, 83.9317263444906] sell date: 2022-09-18 expected return: 0.4161785870352987 discounted return: 0.0036694751318810948 quarter return: 1.400702408289501
['options', ('2022-08-19', '2023-01-20', '2024-01-19')]
symbol: FANG
sector: Energy
Index: SP500
vol_30d_2yr: 30862818500.0
Sector 1YMF: 60.80000305175781
1YMF: 0.0019773339884690054
risk trend factor: 1.4312617289808671
beta currentRatio debtToEquity dividendRate dividendYield \
FANG 2.181941 0.72 42.218 2.8 0.018
earningsGrowth ebitda ebitdaMargins forwardPE freeCashflow \
FANG 2.278 5041999872 0.65762 6.810776 953625024
grossMargins grossProfits heldPercentInstitutions industry \
FANG 0.86683 5577000000 0.91795 Oil & Gas E&P
marketCap operatingCashflow operatingMargins payoutRatio pegRatio \
FANG 27598387200 4572000256 0.48611 0.1272 0.38
priceToBook priceToSalesTrailing12Months profitMargins quickRatio \
FANG 2.166474 3.599633 0.35751 0.656
returnOnAssets returnOnEquity revenueGrowth revenuePerShare sector \
FANG 0.10278 0.22396 1.034 42.596 Energy
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
FANG 177492992 2.63 149000000 0.839 5848000000
totalRevenue trailingPE
FANG 7666999808 10.25592
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-14 | 149.630005 | 123.836715 | 145.664128 | 167.49154 | 138.967619 | 9.402199 | 120.16322 | 157.772017 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| FANG | 0.001977 | 149.630005 | 30862818500.0 | 0.909025 | 0.795622 | 0.471983 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | risk_trend_factor |
| black | linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: 43.219993591308594 Sector Volume Factor: 0.0015231818763778249 Sector Risk Trend Factor: 1.395093250744777 Index 1YMF: -263.8100280761719 Index Volume Factor: 0.0022075805827187875 Index Risk Trend Factor: -3.321707170400029
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)
ets next 13 weeks inner cv scores: [420.9911806742642, 420.99118528006517, 420.9911809362091, 420.99118095605337] inner cv sdevs: [399.94354296448176, 399.9435472710125, 399.94354269150665, 399.9435426878695] best model: ['T', 'T'] best inner cv score, sdev (11 folds): 420.9911806742642 399.94354296448176 test cv mean error, stdev (10 folds): [452.09101009939167, 406.58471198735367] sell date: 2022-09-18 expected return: 0.17649982474330506 discounted return: 0.001712451733919984 quarter return: 1.1704763687697823
['options', ('2022-06-17', '2023-01-20', '2024-01-19')]
symbol: MUSA
sector: Consumer Cyclical
Index: SP400
vol_30d_2yr: 2942817400.0
Sector 1YMF: 48.60003662109375
1YMF: 0.002574811471483076
risk trend factor: 1.4091055489095428
beta currentRatio debtToEquity dividendRate dividendYield \
MUSA 0.820982 1.083 283.285 1.24 0.005
earningsGrowth ebitda ebitdaMargins forwardPE freeCashflow \
MUSA 2.025 950200000 0.05637 19.691177 451787488
grossMargins grossProfits heldPercentInstitutions industry \
MUSA 0.07071 1064700000 0.86324 Specialty Retail
marketCap operatingCashflow operatingMargins payoutRatio pegRatio \
MUSA 6157129216 846800000 0.04334 0.0569 3.33
priceToBook priceToSalesTrailing12Months profitMargins quickRatio \
MUSA 7.779171 0.365287 0.02931 0.733
returnOnAssets returnOnEquity revenueGrowth revenuePerShare \
MUSA 0.11155 0.62846 0.501 658.653
sector sharesOutstanding shortRatio totalCash \
MUSA Consumer Cyclical 24201600 4.6 356200000
totalCashPerShare totalDebt totalRevenue trailingPE
MUSA 14.718 2242200064 16855600128 13.386478
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-14 | 233.460007 | 230.598967 | 244.042699 | 257.486431 | 228.747143 | 20.577404 | 187.592334 | 269.901951 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| MUSA | 0.002575 | 233.460007 | 2942817400.0 | 0.810256 | 0.994555 | 0.410124 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | risk_trend_factor |
| black | linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -352.9100036621094 Sector Volume Factor: 0.0021034643160444764 Sector Risk Trend Factor: -4.247321632052965 Index 1YMF: -63.869998931884766 Index Volume Factor: 0.0011014613124698796 Index Risk Trend Factor: -4.591660649354175
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)
ets next 13 weeks inner cv scores: [765.2570051310021, 765.2570033166005, 765.2570037428297, 765.2570027051701] inner cv sdevs: [851.4887196937432, 851.4887360733575, 851.4887359941931, 851.4887207691525] best model: ['F', 'T'] best inner cv score, sdev (11 folds): 765.2570027051701 851.4887207691525 test cv mean error, stdev (10 folds): [734.658522916889, 887.264017863509] sell date: 2022-08-14 expected return: 0.06110424655904528 discounted return: 0.0009889905276616595 quarter return: 1.0952056627369904
['options', ('2022-07-15', '2022-11-18')]
symbol: PDCE
sector: Energy
Index: SP400
vol_30d_2yr: 12710569500.0
Sector 1YMF: 36.480003356933594
1YMF: 0.0023445054920631214
risk trend factor: 1.3709132852384265
beta currentRatio debtToEquity dividendRate dividendYield \
PDCE 2.922058 0.498 32.834 1 0.0155
ebitda ebitdaMargins forwardPE freeCashflow grossMargins \
PDCE 1278352000 0.53439 7.909181 661902144 0.88251
grossProfits heldPercentInstitutions industry marketCap \
PDCE 2111095000 0.96343 Oil & Gas E&P 7717452288
operatingCashflow operatingMargins payoutRatio pegRatio priceToBook \
PDCE 1547795968 0.26364 0.1225 0.14 3.034538
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
PDCE 3.226148 0.21834 0.47 0.07455
returnOnEquity revenueGrowth revenuePerShare sector sharesOutstanding \
PDCE 0.18904 1.41 24.275 Energy 97381104
shortRatio totalCash totalCashPerShare totalDebt totalRevenue trailingPE
PDCE 7.65 33829000 0.351 955555008 2392156928 186.03287
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-14 | 81.650002 | 61.282943 | 76.301429 | 91.319914 | 73.603492 | 5.718236 | 62.16702 | 85.039964 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| PDCE | 0.002345 | 81.650002 | 12710569500.0 | 0.903714 | 0.723739 | 0.494349 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | risk_trend_factor |
| black | linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: 43.219993591308594 Sector Volume Factor: 0.0015231818763778249 Sector Risk Trend Factor: 1.395093250744777 Index 1YMF: -63.869998931884766 Index Volume Factor: 0.0011014613124698796 Index Risk Trend Factor: -4.591660649354175
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)
ets next 13 weeks inner cv scores: [75.09304092740071, 75.09303415841248, 75.09303481621937, 75.09303269656365] inner cv sdevs: [73.28977152907441, 73.2897722693622, 73.28977185668765, 73.28977285124697] best model: ['F', 'T'] best inner cv score, sdev (11 folds): 75.09303269656365 73.28977285124697 test cv mean error, stdev (10 folds): [75.00694977102849, 76.86643139553966] sell date: 2022-09-18 expected return: 0.1767714303828707 discounted return: 0.0017148857126882966 quarter return: 1.1707380497787239
['quarterly_balance_sheet', 2021-12-31 2021-09-30 2021-06-30 \
Capital Surplus 3.161941e+09 3.267261e+09 3.333168e+09
Total Liab 2.426419e+09 2.823041e+09 2.869083e+09
Total Stockholder Equity 2.910247e+09 2.544224e+09 2.464906e+09
Deferred Long Term Liab 1.690000e+07 5.600000e+06 6.400000e+06
Other Current Liab 6.228770e+08 7.500000e+08 6.521060e+08
Total Assets 5.336666e+09 5.367265e+09 5.333989e+09
Common Stock 9.650000e+05 9.740000e+05 9.890000e+05
Other Current Assets 1.790900e+07 7.559000e+06 5.146000e+06
Retained Earnings -2.499540e+08 -7.230170e+08 -8.683380e+08
Other Liab 5.579650e+08 5.186080e+08 4.555700e+08
Treasury Stock -2.705000e+06 -9.940000e+05 -9.130000e+05
Other Assets 5.559800e+07 4.755700e+07 4.764500e+07
Cash 3.382900e+07 9.992200e+07 1.097490e+08
Total Current Liabilities 9.200960e+08 1.053438e+09 1.161964e+09
Property Plant Equipment 4.822495e+09 4.835014e+09 4.856531e+09
Total Current Assets 4.585730e+08 4.846940e+08 4.298130e+08
Net Tangible Assets 2.910247e+09 2.544224e+09 2.464906e+09
Net Receivables 3.986050e+08 3.686110e+08 3.072010e+08
Long Term Debt 9.420840e+08 1.243235e+09 1.242676e+09
Accounts Payable 1.278910e+08 1.439310e+08 1.770990e+08
Short Long Term Debt NaN NaN 1.979190e+08
2021-03-31
Capital Surplus 3.369272e+09
Total Liab 2.653589e+09
Total Stockholder Equity 2.587068e+09
Deferred Long Term Liab 7.300000e+06
Other Current Liab 4.411260e+08
Total Assets 5.240657e+09
Common Stock 9.940000e+05
Other Current Assets 8.032000e+06
Retained Earnings -7.813010e+08
Other Liab 4.580310e+08
Treasury Stock -1.897000e+06
Other Assets 6.254900e+07
Cash 5.906700e+07
Total Current Liabilities 9.435670e+08
Property Plant Equipment 4.842849e+09
Total Current Assets 3.352590e+08
Net Tangible Assets 2.587068e+09
Net Receivables 2.568370e+08
Long Term Debt 1.242108e+09
Accounts Payable 1.206470e+08
Short Long Term Debt 1.954510e+08 ]
['quarterly_cashflow', 2021-12-31 2021-09-30 \
Change To Liabilities 40183000.0 0.0
Total Cashflows From Investing Activities -154330000.0 -188348000.0
Net Borrowings -308979000.0 -200414000.0
Total Cash From Financing Activities -431738999.0 -271933000.0
Change To Operating Activities 160409000.0 33962000.0
Net Income 473063000.0 145321000.0
Change In Cash -66093000.0 -9827000.0
Repurchase Of Stock -49679000.0 -59804000.0
Total Cash From Operating Activities 519976000.0 450454000.0
Depreciation 159870000.0 172469000.0
Dividends Paid -11401627.0 -11715000.0
Change To Account Receivables -153717000.0 -153717000.0
Other Cashflows From Financing Activities -13066000.0 -13066000.0
Change To Netincome -162105000.0 95221000.0
Capital Expenditures -154808000.0 -188654000.0
2021-06-30 2021-03-31
Change To Liabilities 0.0 0.0
Total Cashflows From Investing Activities -131379000.0 -104747000.0
Net Borrowings -434000.0 -168445000.0
Total Cash From Financing Activities -42246000.0 -191868000.0
Change To Operating Activities -118700000.0 53068000.0
Net Income -87037000.0 -9036000.0
Change In Cash 50682000.0 56444000.0
Repurchase Of Stock -29927000.0 -23423000.0
Total Cash From Operating Activities 224307000.0 353059000.0
Depreciation 165442000.0 149891000.0
Dividends Paid -11885000.0 -11885000.0
Change To Account Receivables -153717000.0 -153717000.0
Other Cashflows From Financing Activities -13066000.0 -13066000.0
Change To Netincome 260725000.0 155299000.0
Capital Expenditures -131423000.0 -109117000.0 ]
['quarterly_earnings', Revenue Earnings
Quarter
1Q2021 437800000 -9036000
2Q2021 510154000 -87037000
3Q2021 659386000 145321000
4Q2021 784817000 473063000]
['quarterly_financials', 2021-12-31 2021-09-30 2021-06-30 \
Research Development None None None
Effect Of Accounting Charges None None None
Income Before Tax 499536000.0 145531000.0 -87192000.0
Minority Interest None None None
Net Income 473063000.0 145321000.0 -87037000.0
Selling General Administrative 31366000.0 30847000.0 32843000.0
Gross Profit 708056000.0 587005000.0 441770000.0
Ebit 522355000.0 165486000.0 -67199000.0
Operating Income 522355000.0 165486000.0 -67199000.0
Other Operating Expenses -2836000.0 220806000.0 313630000.0
Interest Expense -16572000.0 -20098000.0 -20060000.0
Extraordinary Items None None None
Non Recurring None None None
Other Items None None None
Income Tax Expense 26473000.0 210000.0 -155000.0
Total Revenue 784817000.0 659386000.0 510154000.0
Total Operating Expenses 262462000.0 493900000.0 577353000.0
Cost Of Revenue 76761000.0 72381000.0 68384000.0
Total Other Income Expense Net -22819000.0 -19955000.0 -19993000.0
Discontinued Operations None None None
Net Income From Continuing Ops 473063000.0 145321000.0 -87037000.0
Net Income Applicable To Common Shares 473063000.0 145321000.0 -87037000.0
2021-03-31
Research Development None
Effect Of Accounting Charges None
Income Before Tax -8981000.0
Minority Interest None
Net Income -9036000.0
Selling General Administrative 32677000.0
Gross Profit 374264000.0
Ebit 10038000.0
Operating Income 10038000.0
Other Operating Expenses 184432000.0
Interest Expense -19041000.0
Extraordinary Items None
Non Recurring None
Other Items None
Income Tax Expense 55000.0
Total Revenue 437800000.0
Total Operating Expenses 427762000.0
Cost Of Revenue 63536000.0
Total Other Income Expense Net -19019000.0
Discontinued Operations None
Net Income From Continuing Ops -9036000.0
Net Income Applicable To Common Shares -9036000.0 ]
['mutualfund_holders', Holder Shares Date Reported \
0 iShares Core S&P Smallcap ETF 6850630 2022-01-30
1 Vanguard Total Stock Market Index Fund 2768637 2021-12-30
2 Vanguard Small-Cap Index Fund 2452337 2021-12-30
3 Oakmark Equity and Income Fund 2387591 2021-12-30
4 Delaware Group Equity Fds V-Small Cap Core Fund 2303183 2022-02-27
5 iShares Russell 2000 ETF 2232757 2022-01-30
6 DFA U.S. Small Cap Value Series 2118368 2022-01-30
7 Victory Portfolios-Sycamore Small Company Oppo... 1970000 2022-01-30
8 Vanguard Small-Cap Growth Index Fund 1526296 2021-12-30
9 SPDR (R) Ser Tr-SPDR (R) S&P (R) Oil & Gas Exp... 1385684 2022-01-30
% Out Value
0 0.0718 406036840
1 0.0290 135054112
2 0.0257 119624998
3 0.0250 116466688
4 0.0241 148601367
5 0.0234 132335507
6 0.0222 125555671
7 0.0206 116761900
8 0.0160 74452718
9 0.0145 82129490 ]
['options', ('2022-07-15', '2022-12-16')]
symbol: MTDR
sector: Energy
Index: SP400
vol_30d_2yr: 25155623800.0
Sector 1YMF: 31.859996795654297
1YMF: 0.001225813370607013
risk trend factor: 1.3241895273706934
beta currentRatio debtToEquity dividendRate dividendYield \
MTDR 3.830762 0.997 64.085 0.2 0.003
earningsGrowth ebitda ebitdaMargins forwardPE freeCashflow \
MTDR 2.392 1377725952 0.67726 6.607179 33695376
grossMargins grossProfits heldPercentInstitutions industry \
MTDR 0.85318 1462239000 0.94319 Oil & Gas E&P
marketCap operatingCashflow operatingMargins payoutRatio pegRatio \
MTDR 7609612288 1212914048 0.49636 0.0245 0.57
priceToBook priceToSalesTrailing12Months profitMargins quickRatio \
MTDR 3.590058 3.740739 0.35956 0.801
returnOnAssets returnOnEquity revenueGrowth revenuePerShare sector \
MTDR 0.15195 0.40598 0.966 17.345 Energy
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
MTDR 118125000 4.68 63001000 0.533 1497975040
totalRevenue trailingPE
MTDR 2034253952 10.514118
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-14 | 61.389999 | 46.07128 | 58.382381 | 70.693483 | 54.852223 | 5.232355 | 44.387512 | 65.316933 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| MTDR | 0.001226 | 61.389999 | 25155623800.0 | 0.896081 | 0.97374 | 0.466991 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | risk_trend_factor |
| black | linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: 43.219993591308594 Sector Volume Factor: 0.0015231818763778249 Sector Risk Trend Factor: 1.395093250744777 Index 1YMF: -63.869998931884766 Index Volume Factor: 0.0011014613124698796 Index Risk Trend Factor: -4.591660649354175
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)
ets next 13 weeks inner cv scores: [54.44452294015202, 54.44452282954308, 54.44452293384688, 54.44452283616049] inner cv sdevs: [60.67444204726364, 60.674441930999386, 60.674442048608405, 60.67444192961734] best model: ['T', 'F'] best inner cv score, sdev (11 folds): 54.44452282954308 60.674441930999386 test cv mean error, stdev (10 folds): [59.493003553515294, 61.393550047501805] sell date: 2022-09-18 expected return: 0.08933209186492223 discounted return: 0.0009010873003929554 quarter return: 1.0863926409175153
['options', ('2022-06-17', '2022-07-15', '2023-01-20')]
symbol: CVX
sector: Energy
Index: SP500
vol_30d_2yr: 121494374800.0
Sector 1YMF: 39.81001281738281
1YMF: 0.001862212142516412
risk trend factor: 1.2825393501347189
beta currentRatio debtToEquity dividendRate dividendYield \
CVX 1.078947 1.433 19.941 5.68 0.0315
earningsGrowth ebitda ebitdaMargins forwardPE freeCashflow \
CVX 3.473 38521999360 0.21783 12.431709 21073375232
grossMargins grossProfits heldPercentInstitutions industry \
CVX 0.40935 66234000000 0.71587 Oil & Gas Integrated
marketCap operatingCashflow operatingMargins payoutRatio pegRatio \
CVX 355886039040 33045999616 0.12219 0.5113 0.6
priceToBook priceToSalesTrailing12Months profitMargins quickRatio \
CVX 2.433922 2.012429 0.11596 1.119
returnOnAssets returnOnEquity revenueGrowth revenuePerShare sector \
CVX 0.05505 0.1469 0.683 92.025 Energy
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
CVX 1964809984 2.03 11704000512 5.957 29333000192
totalRevenue trailingPE
CVX 176843997184 17.0187
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-14 | 167.550003 | 165.754118 | 174.02664 | 182.299162 | 166.848085 | 6.732398 | 153.383289 | 180.31288 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| CVX | 0.001862 | 167.550003 | 121494374800.0 | 0.873337 | 0.949121 | 0.497243 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | risk_trend_factor |
| black | linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: 43.219993591308594 Sector Volume Factor: 0.0015231818763778249 Sector Risk Trend Factor: 1.395093250744777 Index 1YMF: -263.8100280761719 Index Volume Factor: 0.0022075805827187875 Index Risk Trend Factor: -3.321707170400029
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)
ets next 13 weeks inner cv scores: [151.81724559834186, 151.81724556629135, 151.81724566025434, 151.81724572933933] inner cv sdevs: [130.67142203588728, 130.67142201961119, 130.67142194988855, 130.67142195964368] best model: ['T', 'F'] best inner cv score, sdev (11 folds): 151.81724556629135 130.67142201961119 test cv mean error, stdev (10 folds): [165.40839539167862, 129.42414651195193]
C:\Users\User\AppData\Local\Programs\Python\Python39\lib\site-packages\statsmodels\tsa\statespace\exponential_smoothing.py:348: RuntimeWarning: overflow encountered in exp 1 / (1 + np.exp(-unconstrained[0])) * (high - low) + low) C:\Users\User\AppData\Local\Programs\Python\Python39\lib\site-packages\statsmodels\tsa\statespace\exponential_smoothing.py:356: RuntimeWarning: overflow encountered in exp 1 / (1 + np.exp(-unconstrained[i])) * (high - low) + low) C:\Users\User\AppData\Local\Programs\Python\Python39\lib\site-packages\statsmodels\tsa\statespace\exponential_smoothing.py:364: RuntimeWarning: overflow encountered in exp 1 / (1 + np.exp(-unconstrained[i])) * (high - low) + low)
sell date: 2022-09-18 expected return: 0.08280129850502214 discounted return: 0.0008377346824555154 quarter return: 1.0800845509968897
['options', ('2022-06-17', '2023-01-20', '2024-01-19')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 10.63
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile None
peerCount 66
governanceScore 9.95
environmentPercentile None
animalTesting True
tobacco False
totalEsg 43
highestControversy 3
esgPerformance LEAD_PERF
coal False
pesticides False
adult False
percentile 92.22
peerGroup Oil & Gas Producers
smallArms False
environmentScore 22.42
governancePercentile None
militaryContract False]
symbol: DINO
sector: Energy
Index: SP400
vol_30d_2yr: 26318648400.0
Sector 1YMF: 29.75
1YMF: 0.0019388343665854815
risk trend factor: 1.2605933018437596
beta currentRatio debtToEquity dividendRate dividendYield \
DINO 1.639705 1.822 57.138 1.6 0.0341
ebitda ebitdaMargins freeCashflow grossMargins grossProfits \
DINO 1137624960 0.06186 -771616128 0.08786 1615735000
heldPercentInstitutions industry \
DINO 0.62529 Oil & Gas Refining & Marketing
operatingCashflow operatingMargins payoutRatio pegRatio profitMargins \
DINO 406681984 0.04193 0.1032 0.35 0.03036
quickRatio returnOnAssets returnOnEquity revenueGrowth revenuePerShare \
DINO 0.762 0.03946 0.11039 0.938 113.116
sector shortRatio totalCash totalCashPerShare totalDebt totalRevenue
DINO Energy 3.3 234444000 1.438 3596556032 18389141504
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-14 | 52.709999 | 43.053372 | 50.814127 | 58.574881 | 43.209524 | 6.300526 | 30.608473 | 55.810575 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| DINO | 0.001939 | 52.709999 | 26318648400.0 | 0.861118 | 0.358718 | 0.56268 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | risk_trend_factor |
| black | linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: 43.219993591308594 Sector Volume Factor: 0.0015231818763778249 Sector Risk Trend Factor: 1.395093250744777 Index 1YMF: -63.869998931884766 Index Volume Factor: 0.0011014613124698796 Index Risk Trend Factor: -4.591660649354175
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)
ets next 13 weeks inner cv scores: [64.68803451378928, 64.68803453398992, 64.68803464738129, 64.6880344998633] inner cv sdevs: [71.44587844890935, 71.44587844396875, 71.44587835677216, 71.44587845532286] best model: ['F', 'T'] best inner cv score, sdev (11 folds): 64.6880344998633 71.44587845532286 test cv mean error, stdev (10 folds): [70.46772015759147, 72.43971615287474] sell date: 2022-08-28 expected return: 0.07016034770763921 discounted return: 0.0009167509719176792 quarter return: 1.0879579003349393
['quarterly_balance_sheet', 2021-12-31 2021-09-30 2021-06-30 \
Intangible Assets 2.990580e+08 6.410410e+08 6.546840e+08
Capital Surplus 4.220075e+09 4.232504e+09 4.225032e+09
Total Liab 6.622148e+09 6.567642e+09 6.519789e+09
Total Stockholder Equity 5.687885e+09 5.726740e+09 5.443375e+09
Minority Interest 6.065800e+08 6.027990e+08 5.968690e+08
Deferred Long Term Liab 3.973850e+08 3.453140e+08 3.037070e+08
Other Current Liab 2.699100e+07 1.499010e+08 2.866900e+07
Total Assets 1.291661e+10 1.289718e+10 1.256003e+10
Common Stock 2.560000e+06 2.560000e+06 2.560000e+06
Other Current Assets 6.463000e+06 1.967000e+06 1.563000e+06
Retained Earnings 4.413836e+09 4.453366e+09 4.172560e+09
Other Liab 1.118644e+09 1.136432e+09 1.078211e+09
Good Will 2.293044e+09 2.293305e+09 2.293544e+09
Treasury Stock -2.948586e+09 -2.961690e+09 -2.956777e+09
Other Assets 7.510120e+08 3.453140e+08 3.037070e+08
Cash 2.344440e+08 1.481562e+09 1.398280e+09
Total Current Liabilities 2.065464e+09 2.044208e+09 2.012771e+09
Other Stockholder Equity 2.671000e+06 4.460000e+06 9.653000e+06
Property Plant Equipment 5.811045e+09 5.262498e+09 5.163648e+09
Total Current Assets 3.762454e+09 4.355023e+09 4.144450e+09
Net Tangible Assets 3.095783e+09 2.792394e+09 2.495147e+09
Net Receivables 1.339270e+09 9.475650e+08 9.962990e+08
Long Term Debt 3.072737e+09 3.072352e+09 3.100969e+09
Inventory 2.122128e+09 1.887080e+09 1.700605e+09
Accounts Payable 1.613484e+09 1.460769e+09 1.480820e+09
2021-03-31
Intangible Assets 6.498600e+08
Capital Surplus 4.216816e+09
Total Liab 6.096771e+09
Total Stockholder Equity 5.259187e+09
Minority Interest 5.788590e+08
Deferred Long Term Liab 3.087260e+08
Other Current Liab 4.575800e+07
Total Assets 1.193482e+10
Common Stock 2.560000e+06
Other Current Assets 2.445000e+06
Retained Earnings 4.003733e+09
Other Liab 9.379900e+08
Good Will 2.293422e+09
Treasury Stock -2.963922e+09
Other Assets 3.087260e+08
Cash 1.193428e+09
Total Current Liabilities 1.757308e+09
Other Stockholder Equity 4.658000e+06
Property Plant Equipment 4.982533e+09
Total Current Assets 3.700276e+09
Net Tangible Assets 2.315905e+09
Net Receivables 8.440410e+08
Long Term Debt 3.126091e+09
Inventory 1.616848e+09
Accounts Payable 1.266690e+09 ]
['quarterly_cashflow', 2021-12-31 2021-09-30 \
Investments 6.480000e+05 410000.0
Change To Liabilities 1.738690e+08 -28662000.0
Total Cashflows From Investing Activities -8.887430e+08 -116164000.0
Net Borrowings -2.443000e+06 -30251000.0
Total Cash From Financing Activities -2.763400e+07 -45691000.0
Change To Operating Activities -1.612560e+08 72162000.0
Net Income -3.953000e+07 280787000.0
Change In Cash -1.247118e+09 83282000.0
Repurchase Of Stock -6.445000e+06 -122000.0
Effect Of Exchange Rate 2.071000e+06 -4276000.0
Total Cash From Operating Activities -3.328120e+08 249413000.0
Depreciation -2.702000e+06 121220000.0
Change To Inventory 5.507100e+07 -194922000.0
Change To Account Receivables -3.937620e+08 72256000.0
Other Cashflows From Financing Activities -1.874600e+07 -15318000.0
Change To Netincome -1.073170e+08 -58845000.0
Capital Expenditures -2.650640e+08 -215504000.0
Other Cashflows From Investing Activities NaN NaN
Dividends Paid NaN NaN
2021-06-30 2021-03-31
Investments 3107000.0 3107000.0
Change To Liabilities 201040000.0 266163000.0
Total Cashflows From Investing Activities -175248000.0 -147064000.0
Net Borrowings -26623000.0 -18173000.0
Total Cash From Financing Activities -48917000.0 -89561000.0
Change To Operating Activities 55153000.0 98871000.0
Net Income 168850000.0 148217000.0
Change In Cash 204852000.0 -174890000.0
Repurchase Of Stock -479000.0 -12000.0
Effect Of Exchange Rate 1262000.0 -591000.0
Total Cash From Operating Activities 427755000.0 62326000.0
Depreciation 124042000.0 124079000.0
Change To Inventory 36530000.0 -241238000.0
Change To Account Receivables -147010000.0 -145891000.0
Other Cashflows From Financing Activities -21815000.0 -13713000.0
Change To Netincome -82000.0 -224054000.0
Capital Expenditures -182880000.0 -149961000.0
Other Cashflows From Investing Activities -2897000.0 2897000.0
Dividends Paid NaN -57663000.0 ]
['quarterly_earnings', Revenue Earnings
Quarter
1Q2021 3504293000 148217000
2Q2021 4577123000 168850000
3Q2021 4685059000 280787000
4Q2021 5622667000 -39530000]
['quarterly_financials', 2021-12-31 2021-09-30 \
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax -43150000.0 357507000.0
Minority Interest 606580000.0 602799000.0
Net Income -39530000.0 280787000.0
Selling General Administrative 92633000.0 87686000.0
Gross Profit 225010000.0 509881000.0
Ebit -1821000.0 300975000.0
Operating Income -1821000.0 300975000.0
Other Operating Expenses None None
Interest Expense -30955000.0 -26892000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense -26046000.0 54766000.0
Total Revenue 5622667000.0 4685059000.0
Total Operating Expenses 5624488000.0 4384084000.0
Cost Of Revenue 5397657000.0 4175178000.0
Total Other Income Expense Net -41329000.0 56532000.0
Discontinued Operations None None
Net Income From Continuing Ops -17104000.0 302741000.0
Net Income Applicable To Common Shares -39107000.0 277234000.0
2021-06-30 2021-03-31
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 318252000.0 154543000.0
Minority Interest 596869000.0 578859000.0
Net Income 168850000.0 148217000.0
Selling General Administrative 78686000.0 73245000.0
Gross Profit 536228000.0 344616000.0
Ebit 333500000.0 147292000.0
Operating Income 333500000.0 147292000.0
Other Operating Expenses None None
Interest Expense -28942000.0 -38386000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 123485000.0 -28307000.0
Total Revenue 4577123000.0 3504293000.0
Total Operating Expenses 4243623000.0 3357001000.0
Cost Of Revenue 4040895000.0 3159677000.0
Total Other Income Expense Net -15248000.0 7251000.0
Discontinued Operations None None
Net Income From Continuing Ops 194767000.0 182850000.0
Net Income Applicable To Common Shares 166627000.0 146175000.0 ]
['mutualfund_holders', Holder Shares Date Reported \
0 iShares Core S&P Midcap ETF 4158265 2022-01-30
1 Vanguard Total Stock Market Index Fund 4157166 2021-12-30
2 Fidelity Low-Priced Stock Fund 3753790 2022-02-27
3 Vanguard Small-Cap Index Fund 3681912 2021-12-30
4 John Hancock Fds III-Disciplined Value Mid Cap Fd 2884974 2021-12-30
5 SPDR (R) Ser Tr-SPDR (R) S&P (R) Oil & Gas Exp... 2700673 2022-01-30
6 Vanguard Small Cap Value Index Fund 2335086 2021-12-30
7 DFA U.S. Small Cap Value Series 1999592 2022-01-30
8 Vanguard Extended Market Index Fund 1980785 2021-12-30
9 John Hancock Mutual Fds III-Disciplined Value Fd 1734416 2021-12-30
% Out Value
0 0.0186 146204597
1 0.0186 136271901
2 0.0168 114302905
3 0.0165 120693075
4 0.0129 94569447
5 0.0121 94955662
6 0.0105 76544119
7 0.0090 70305654
8 0.0089 64930132
9 0.0078 56854156 ]
symbol: MCK
sector: Healthcare
Index: SP500
vol_30d_2yr: 11748608200.0
Sector 1YMF: 45.5699462890625
1YMF: 0.0018464059427907385
risk trend factor: 1.2529544241683812
beta currentRatio dividendRate dividendYield earningsGrowth \
MCK 0.663839 0.954 1.88 0.0059 -0.406
ebitda ebitdaMargins forwardPE freeCashflow grossMargins \
MCK 3191000064 0.01209 12.411926 2685625088 0.04957
grossProfits heldPercentInstitutions industry marketCap \
MCK 13084000000 0.9152 Medical Distribution 45990576128
operatingCashflow operatingMargins payoutRatio pegRatio \
MCK 4433999872 0.00965 0.2521 1
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
MCK 0.174229 0.00422 0.456 0.02481
revenueGrowth revenuePerShare sector sharesOutstanding shortRatio \
MCK 0.118 1733.198 Healthcare 145364992 2.18
totalCash totalCashPerShare totalDebt totalRevenue trailingPE
MCK 3532000000 24.297 7616999936 263965999104 43.771442
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-14 | 306.519989 | 305.867308 | 321.912697 | 337.958087 | 317.366349 | 10.865668 | 295.635013 | 339.097684 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| MCK | 0.001846 | 306.519989 | 11748608200.0 | 0.83305 | 0.998289 | 0.462444 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | risk_trend_factor |
| black | linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -120.76998901367188 Sector Volume Factor: 0.0022806018349254167 Sector Risk Trend Factor: -2.889924965769055 Index 1YMF: -263.8100280761719 Index Volume Factor: 0.0022075805827187875 Index Risk Trend Factor: -3.321707170400029
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)
ets next 13 weeks inner cv scores: [460.05208126937055, 460.0520748585798, 460.05224789481287, 460.05217972923657] inner cv sdevs: [630.9192856360353, 630.9192650513498, 630.9192056098149, 630.9192346359147] best model: ['T', 'F'] best inner cv score, sdev (11 folds): 460.0520748585798 630.9192650513498 test cv mean error, stdev (10 folds): [494.6143127590634, 651.7093168256196] sell date: 2022-09-04 expected return: 0.06314634669239352 discounted return: 0.0007562458488148405 quarter return: 1.0720238639935127
['options', ('2022-08-19', '2023-01-20', '2024-01-19')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 7.37
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile None
peerCount 58
governanceScore 5.52
environmentPercentile None
animalTesting False
tobacco False
totalEsg 15.17
highestControversy 3
esgPerformance UNDER_PERF
coal False
pesticides False
adult False
percentile 10.18
peerGroup Healthcare
smallArms False
environmentScore 2.29
governancePercentile None
militaryContract False]
symbol: PXD
sector: Energy
Index: SP500
vol_30d_2yr: 24263857900.0
Sector 1YMF: 85.80996704101562
1YMF: 0.002081342555175449
risk trend factor: 1.2479635528837139
beta currentRatio debtToEquity dividendRate dividendYield \
PXD 1.535843 1.541 25.456 12.34 0.0456
ebitda ebitdaMargins forwardPE freeCashflow grossMargins \
PXD 9187000320 0.43846 9.925613 2404124928 0.53944
grossProfits heldPercentInstitutions industry marketCap \
PXD 9392000000 0.922 Oil & Gas E&P 65539436544
operatingCashflow operatingMargins payoutRatio pegRatio priceToBook \
PXD 8265999872 0.31175 0.3288 0.5 2.769122
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
PXD 3.127926 0.2003 1.404 0.12148
returnOnEquity revenueGrowth revenuePerShare sector sharesOutstanding \
PXD 0.20075 1.006 86.852 Energy 241959008
shortRatio totalCash totalCashPerShare totalDebt totalRevenue \
PXD 2.87 3256000000 13.457 6024999936 20952999936
trailingPE
PXD 16.633099
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-14 | 264.549988 | 261.401114 | 274.131746 | 286.862377 | 256.653492 | 15.192129 | 226.269234 | 287.03775 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| PXD | 0.002081 | 264.549988 | 24263857900.0 | 0.887153 | 0.912273 | 0.497407 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | risk_trend_factor |
| black | linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: 43.219993591308594 Sector Volume Factor: 0.0015231818763778249 Sector Risk Trend Factor: 1.395093250744777 Index 1YMF: -263.8100280761719 Index Volume Factor: 0.0022075805827187875 Index Risk Trend Factor: -3.321707170400029
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)
ets next 13 weeks inner cv scores: [892.5062948284675, 892.5062924862012, 892.5062947368207, 892.506292562174] inner cv sdevs: [977.0648262253535, 977.0648206428641, 977.0648262138556, 977.0648206123301] best model: ['T', 'F'] best inner cv score, sdev (11 folds): 892.5062924862012 977.0648206428641 test cv mean error, stdev (10 folds): [969.3279521995831, 992.5744327433306] sell date: 2022-09-18 expected return: 0.1003102962268565 discounted return: 0.001006740396978012 quarter return: 1.0969937957034677
['options', ('2022-06-17', '2023-01-20', '2024-01-19')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 8.97
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile None
peerCount 66
governanceScore 9.1
environmentPercentile None
animalTesting False
tobacco False
totalEsg 36.53
highestControversy 1
esgPerformance OUT_PERF
coal False
pesticides False
adult False
percentile 81.93
peerGroup Oil & Gas Producers
smallArms False
environmentScore 18.46
governancePercentile None
militaryContract False]
symbol: HRB
sector: Consumer Cyclical
Index: SP400
vol_30d_2yr: 27760839000.0
Sector 1YMF: 16.200002670288086
1YMF: 0.002252709293116105
risk trend factor: 1.229135049377601
beta currentRatio debtToEquity dividendRate dividendYield \
HRB 0.695099 1.103 5314.905 1.08 0.0298
earningsGrowth ebitda ebitdaMargins forwardPE grossMargins \
HRB -0.008 806428032 0.30238 9.67663 0.472
grossProfits heldPercentInstitutions industry marketCap \
HRB 1400058000 0.93154 Personal Services 5683142656
operatingCashflow operatingMargins payoutRatio pegRatio priceToBook \
HRB 80728000 0.25066 0.3344 1.05 126.72598
priceToSalesTrailing12Months profitMargins quickRatio revenueGrowth \
HRB 2.130946 0.16063 0.971 0.039
revenuePerShare sector sharesOutstanding shortRatio \
HRB 15.645 Consumer Cyclical 159594000 4.71
totalCash totalCashPerShare totalDebt totalRevenue trailingPE
HRB 1041740032 6.527 2384054016 2666958080 14.570376
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-14 | 34.380001 | 32.299965 | 34.590476 | 36.880987 | 29.356349 | 4.009761 | 21.336827 | 37.375872 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| HRB | 0.002253 | 34.380001 | 27760839000.0 | 0.896972 | 0.725167 | 0.435532 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | risk_trend_factor |
| black | linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -352.9100036621094 Sector Volume Factor: 0.0021034643160444764 Sector Risk Trend Factor: -4.247321632052965 Index 1YMF: -63.869998931884766 Index Volume Factor: 0.0011014613124698796 Index Risk Trend Factor: -4.591660649354175
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)
ets next 13 weeks inner cv scores: [7.879964442872336, 7.87996540432114, 7.879964573246037, 7.879964572890064] inner cv sdevs: [7.164695090272689, 7.164694992608824, 7.164695029804184, 7.164695416232627] best model: ['T', 'T'] best inner cv score, sdev (11 folds): 7.879964442872336 7.164695090272689 test cv mean error, stdev (10 folds): [8.086119047023693, 7.483224159904639] sell date: 2022-08-07 expected return: 0.039744142922428415 discounted return: 0.0007356415169794683 quarter return: 1.0699951738206512
['options', ('2022-07-15', '2023-01-20', '2024-01-19')]
symbol: SWX
sector: Utilities
Index: SP400
vol_30d_2yr: 4573768600.0
Sector 1YMF: 11.229995727539062
1YMF: 0.002194579760768833
risk trend factor: 1.1064033536257658
beta currentRatio debtToEquity dividendRate dividendYield \
SWX 0.108035 0.778 174.475 2.48 0.0263
earningsGrowth ebitda ebitdaMargins forwardPE freeCashflow \
SWX -0.222 786628992 0.19366 19.052631 -470833120
grossMargins grossProfits heldPercentInstitutions \
SWX 0.21709 853431000 0.89023
industry marketCap operatingCashflow operatingMargins \
SWX Utilities—Regulated Gas 6292110336 350460000 0.09512
payoutRatio pegRatio priceToBook priceToSalesTrailing12Months \
SWX 0.8123 5.02 1.803307 1.549036
profitMargins quickRatio returnOnAssets returnOnEquity revenueGrowth \
SWX 0.04423 0.551 0.02178 0.05621 0.431
revenuePerShare sector sharesOutstanding shortRatio totalCash \
SWX 67.779 Utilities 66852000 1.78 624665984
totalCashPerShare totalDebt totalRevenue trailingPE
SWX 9.344 6324827136 4061953024 31.40474
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-14 | 87.040001 | 89.230089 | 92.435079 | 95.640069 | 86.673809 | 6.07931 | 74.51519 | 98.832428 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| SWX | 0.002195 | 87.040001 | 4573768600.0 | 0.777835 | 0.145807 | 0.399565 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | risk_trend_factor |
| black | linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -49.86000061035156 Sector Volume Factor: 0.002030212702591272 Sector Risk Trend Factor: -2.0367650862888413 Index 1YMF: -63.869998931884766 Index Volume Factor: 0.0011014613124698796 Index Risk Trend Factor: -4.591660649354175
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)
ets next 13 weeks inner cv scores: [40.85251490496256, 40.85251404388559, 40.85251485750529, 40.8525148569703] inner cv sdevs: [45.99035856804874, 45.990358557509346, 45.99035859790528, 45.99035859814881] best model: ['T', 'F'] best inner cv score, sdev (11 folds): 40.85251404388559 45.990358557509346 test cv mean error, stdev (10 folds): [42.239784165390134, 48.01514839154868] sell date: 2022-08-14 expected return: 0.04870860708533844 discounted return: 0.0007929727235971296 quarter return: 1.0756494092256728
['options', ('2022-07-15',)]
symbol: CIVI
sector: Energy
Index: SP600
vol_30d_2yr: 5736171600.0
Sector 1YMF: 32.53000259399414
1YMF: 0.002990670641722085
risk trend factor: 1.0993578314473855
beta currentRatio debtToEquity dividendRate dividendYield ebitda \
CIVI 1.69646 0.505 11.399 1.85 0.0222 910931008
ebitdaMargins forwardPE freeCashflow grossMargins grossProfits \
CIVI 0.54408 5.807773 855249152 0.79951 731177000
heldPercentInstitutions industry marketCap operatingCashflow \
CIVI 1.04378 Oil & Gas E&P 7110930432 764176000
operatingMargins payoutRatio pegRatio priceToBook \
CIVI 0.26443 0.2792 0.4 1.532868
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
CIVI 4.247195 0.16167 0.477 0.06714
returnOnEquity revenueGrowth revenuePerShare sector sharesOutstanding \
CIVI 0.09524 10.028 31.498 Energy 84967504
shortRatio totalCash totalCashPerShare totalDebt totalRevenue \
CIVI 6.57 154348992 1.817 528631008 1674264960
trailingPE
CIVI 16.671316
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-14 | 72.260002 | 59.517328 | 73.726826 | 87.936323 | 65.140952 | 7.841204 | 49.458544 | 80.82336 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| CIVI | 0.002991 | 72.260002 | 5736171600.0 | 0.823297 | 0.000891 | 0.485954 |
ADFuller H0 rejected @ .05, Mean Reverting TS
Month Mean Reverting buy signal
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | risk_trend_factor |
| black | linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: 43.219993591308594 Sector Volume Factor: 0.0015231818763778249 Sector Risk Trend Factor: 1.395093250744777 Index 1YMF: -69.3499984741211 Index Volume Factor: 0.0022254315395940014 Index Risk Trend Factor: -4.866666559587445
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)
ets next 13 weeks inner cv scores: [51.372232152287275, 51.37223262366982, 51.37223220954063, 51.37223251010233] inner cv sdevs: [46.68892014635354, 46.68892026084118, 46.6889202409121, 46.688920193884556] best model: ['T', 'T'] best inner cv score, sdev (11 folds): 51.372232152287275 46.68892014635354 test cv mean error, stdev (10 folds): [55.240649879687474, 47.257059140146964] sell date: 2022-08-28 expected return: 0.09487096410260844 discounted return: 0.0012255681702533217 quarter return: 1.1192773292028735
['options', ('2022-07-15', '2022-12-16')]
symbol: CEIX
sector: Energy
Index: SP600
vol_30d_2yr: 5252640900.0
Sector 1YMF: 22.279998779296875
1YMF: 0.00282585470482096
risk trend factor: 1.0878905897116047
beta currentRatio debtToEquity earningsGrowth ebitda \
CEIX 2.379059 0.868 100.167 5.642 282313984
ebitdaMargins forwardPE freeCashflow grossMargins grossProfits \
CEIX 0.22235 9.824903 196007120 0.33279 422536000
heldPercentInstitutions industry marketCap operatingCashflow \
CEIX 0.86884 Thermal Coal 1741250048 305568992
operatingMargins payoutRatio priceToBook priceToSalesTrailing12Months \
CEIX 0.04547 0 3.593283 1.371392
profitMargins quickRatio returnOnAssets returnOnEquity revenueGrowth \
CEIX 0.02686 0.586 0.01416 0.05563 0.249
revenuePerShare sector sharesOutstanding shortRatio totalCash \
CEIX 36.905 Energy 34480200 1.85 149912992
totalCashPerShare totalDebt totalRevenue
CEIX 4.348 673937984 1269694976
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-14 | 48.619999 | 48.146945 | 52.563492 | 56.980039 | 45.915397 | 7.098116 | 31.719165 | 60.111629 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| CEIX | 0.002826 | 48.619999 | 5252640900.0 | 0.806892 | 0.88812 | 0.521633 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | risk_trend_factor |
| black | linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: 43.219993591308594 Sector Volume Factor: 0.0015231818763778249 Sector Risk Trend Factor: 1.395093250744777 Index 1YMF: -69.3499984741211 Index Volume Factor: 0.0022254315395940014 Index Risk Trend Factor: -4.866666559587445
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)
ets next 13 weeks inner cv scores: [37.17757965786298, 37.177599654259346, 37.17758346919223, 37.177582876349014] inner cv sdevs: [60.594009313268195, 60.594010488534494, 60.594019423616295, 60.59401174988886] best model: ['T', 'T'] best inner cv score, sdev (11 folds): 37.17757965786298 60.594009313268195 test cv mean error, stdev (10 folds): [37.17759591773493, 60.59400035675132] sell date: 2022-09-04 expected return: 0.4354238131587394 discounted return: 0.004472442586290981 quarter return: 1.5076427315207657
['quarterly_balance_sheet', 2021-12-31 2021-09-30 2021-06-30 \
Capital Surplus 6.469450e+08 6.449200e+08 6.430330e+08
Total Liab 1.900704e+09 2.105167e+09 1.965198e+09
Total Stockholder Equity 6.728130e+08 4.845800e+08 5.927330e+08
Other Current Liab 1.790310e+08 2.688430e+08 1.451780e+08
Total Assets 2.573517e+09 2.589747e+09 2.557931e+09
Common Stock 3.450000e+05 3.450000e+05 3.450000e+05
Other Current Assets 3.747200e+07 4.242800e+07 3.166900e+07
Retained Earnings 2.809600e+08 1.636370e+08 2.774260e+08
Other Liab 8.455480e+08 9.379920e+08 9.285180e+08
Treasury Stock -2.554370e+08 -3.243220e+08 -3.280710e+08
Other Assets 5.153480e+08 5.008660e+08 4.742010e+08
Cash 1.499130e+08 1.619810e+08 1.466670e+08
Total Current Liabilities 4.452320e+08 5.156760e+08 3.702570e+08
Deferred Long Term Asset Charges 5.701100e+07 1.113720e+08 6.965600e+07
Short Long Term Debt 3.658900e+07 2.765100e+07 3.139500e+07
Other Stockholder Equity -2.554370e+08 -3.243220e+08 -3.280710e+08
Property Plant Equipment 1.671829e+09 1.704640e+09 1.711778e+09
Total Current Assets 3.863400e+08 3.842410e+08 3.719520e+08
Net Tangible Assets 6.728130e+08 4.845800e+08 5.927330e+08
Net Receivables 1.108630e+08 9.881800e+07 1.153080e+08
Long Term Debt 5.680520e+08 5.976970e+08 6.093260e+08
Inventory 6.287600e+07 5.601500e+07 5.929900e+07
Accounts Payable 8.034300e+07 7.839200e+07 6.807300e+07
2021-03-31
Capital Surplus 6.420540e+08
Total Liab 1.937495e+09
Total Stockholder Equity 5.830650e+08
Other Current Liab 1.260430e+08
Total Assets 2.520560e+09
Common Stock 3.440000e+05
Other Current Assets 3.030000e+05
Retained Earnings 2.732540e+08
Other Liab 9.485460e+08
Treasury Stock -3.325870e+08
Other Assets 4.475660e+08
Cash 9.117400e+07
Total Current Liabilities 3.711940e+08
Deferred Long Term Asset Charges 6.226100e+07
Short Long Term Debt 2.888900e+07
Other Stockholder Equity -3.325870e+08
Property Plant Equipment 1.736252e+09
Total Current Assets 3.367420e+08
Net Tangible Assets 5.830650e+08
Net Receivables 1.662310e+08
Long Term Debt 5.504440e+08
Inventory 5.520900e+07
Accounts Payable 7.538200e+07 ]
['quarterly_cashflow', 2021-12-31 2021-09-30 \
Change To Liabilities 5226000.0 13242000.0
Total Cashflows From Investing Activities -35758000.0 -45884000.0
Net Borrowings -30768000.0 -22550000.0
Total Cash From Financing Activities -30768000.0 -22551000.0
Change To Operating Activities -27258000.0 1564000.0
Net Income 117323000.0 -113789000.0
Change In Cash -14100000.0 12103000.0
Total Cash From Operating Activities 52426000.0 80538000.0
Depreciation 56510000.0 55977000.0
Other Cashflows From Investing Activities -7843000.0 -156000.0
Change To Inventory -6861000.0 3284000.0
Change To Account Receivables -9263000.0 8877000.0
Change To Netincome -85331000.0 109242000.0
Capital Expenditures -29434000.0 -45863000.0
Repurchase Of Stock NaN -1000.0
Other Cashflows From Financing Activities NaN NaN
2021-06-30 2021-03-31
Change To Liabilities -6922000.0 -73000.0
Total Cashflows From Investing Activities -40225000.0 -5494000.0
Net Borrowings 56940000.0 -29803000.0
Total Cash From Financing Activities 54342000.0 -31875000.0
Change To Operating Activities -14728000.0 -3098000.0
Net Income 4172000.0 26404000.0
Change In Cash 108726000.0 40627000.0
Total Cash From Operating Activities 94609000.0 77996000.0
Depreciation 52199000.0 59897000.0
Other Cashflows From Investing Activities -156000.0 -182000.0
Change To Inventory -3574000.0 475000.0
Change To Account Receivables 50857000.0 -5764000.0
Change To Netincome 10414000.0 -1985000.0
Capital Expenditures -43655000.0 -13800000.0
Repurchase Of Stock -230000.0 -2072000.0
Other Cashflows From Financing Activities -2368000.0 -2368000.0 ]
['quarterly_earnings', Revenue Earnings
Quarter
1Q2021 332361000 26404000
2Q2021 303895000 4172000
3Q2021 294837000 -113789000
4Q2021 338602000 117323000]
['quarterly_financials', 2021-12-31 2021-09-30 2021-06-30 \
Research Development None None None
Effect Of Accounting Charges None None None
Income Before Tax 162586000.0 -154047000.0 -4721000.0
Minority Interest None None None
Net Income 117323000.0 -113789000.0 4172000.0
Selling General Administrative 20131000.0 22476000.0 22542000.0
Gross Profit 111053000.0 86408000.0 102837000.0
Ebit 150330000.0 -139095000.0 7904000.0
Operating Income 150330000.0 -139095000.0 7904000.0
Other Operating Expenses -115918000.0 147050000.0 20192000.0
Interest Expense -15849000.0 -16045000.0 -16187000.0
Extraordinary Items None None None
Non Recurring None None None
Other Items None None None
Income Tax Expense 45263000.0 -40258000.0 -8893000.0
Total Revenue 338602000.0 294837000.0 303895000.0
Total Operating Expenses 188272000.0 433932000.0 295991000.0
Cost Of Revenue 227549000.0 208429000.0 201058000.0
Total Other Income Expense Net 12256000.0 -14952000.0 -12625000.0
Discontinued Operations None None None
Net Income From Continuing Ops 117323000.0 -113789000.0 4172000.0
Net Income Applicable To Common Shares 117323000.0 -113789000.0 4172000.0
2021-03-31
Research Development None
Effect Of Accounting Charges None
Income Before Tax 31589000.0
Minority Interest None
Net Income 26404000.0
Selling General Administrative 23964000.0
Gross Profit 120238000.0
Ebit 36592000.0
Operating Income 36592000.0
Other Operating Expenses -215000.0
Interest Expense -15261000.0
Extraordinary Items None
Non Recurring None
Other Items None
Income Tax Expense 5185000.0
Total Revenue 332361000.0
Total Operating Expenses 295769000.0
Cost Of Revenue 212123000.0
Total Other Income Expense Net -5003000.0
Discontinued Operations None
Net Income From Continuing Ops 26404000.0
Net Income Applicable To Common Shares 26404000.0 ]
['mutualfund_holders', Holder Shares Date Reported \
0 iShares Core S&P Smallcap ETF 2228007 2022-01-30
1 SPDR (R) Ser Tr-SPDR (R) S&P (R) Metals & Mini... 1914035 2022-01-30
2 iShares Russell 2000 ETF 792575 2022-01-30
3 Vanguard Total Stock Market Index Fund 735685 2021-12-30
4 Victory Portfolios-Victory Integrity Small Cap... 704300 2021-12-30
5 DFA U.S. Small Cap Value Series 629572 2022-01-30
6 iShares S&P Smallcap 600 Value ETF 526608 2022-01-30
7 Vanguard Extended Market Index Fund 430229 2021-12-30
8 iShares Russell 2000 Value ETF 366723 2022-01-30
9 Pacer Small Cap U.S. Cash Cows 100 ETF 323552 2022-01-30
% Out Value
0 0.0640 48436872
1 0.0550 41611120
2 0.0228 17230580
3 0.0211 16707406
4 0.0202 15994653
5 0.0181 13686895
6 0.0151 11448457
7 0.0124 9770500
8 0.0105 7972558
9 0.0093 7034020 ]
['options', ('2022-06-17', '2022-08-19')]
symbol: CTRA
sector: Energy
Index: SP500
vol_30d_2yr: 85091501400.0
Sector 1YMF: 10.370002746582031
1YMF: 0.002488228513029857
risk trend factor: 1.0757264941030475
beta currentRatio debtToEquity dividendRate dividendYield \
CTRA -0.189215 1.751 29.377 0.6 0.0201
earningsGrowth ebitda ebitdaMargins forwardPE freeCashflow \
CTRA 2.487 2364999936 0.64441 8.591037 1148249984
grossMargins grossProfits heldPercentInstitutions industry \
CTRA 0.77684 2851000000 0.94558 Oil & Gas E&P
marketCap operatingCashflow operatingMargins payoutRatio pegRatio \
CTRA 24952436736 1667000064 0.45559 0.182 0.09
priceToBook priceToSalesTrailing12Months profitMargins quickRatio \
CTRA 5.269759 6.799029 0.31553 1.699
returnOnAssets returnOnEquity revenueGrowth revenuePerShare sector \
CTRA 0.08557 0.16538 4.191 7.296 Energy
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
CTRA 813577984 3.2 1036000000 1.273 3463000064
totalRevenue trailingPE
CTRA 3670000128 34.891922
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-14 | 31.110001 | 29.591317 | 33.487619 | 37.383921 | 30.099841 | 3.173533 | 23.752774 | 36.446908 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| CTRA | 0.002488 | 31.110001 | 85091501400.0 | 0.755725 | 0.297053 | 0.466999 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | risk_trend_factor |
| black | linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: 43.219993591308594 Sector Volume Factor: 0.0015231818763778249 Sector Risk Trend Factor: 1.395093250744777 Index 1YMF: -263.8100280761719 Index Volume Factor: 0.0022075805827187875 Index Risk Trend Factor: -3.321707170400029
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)
ets next 13 weeks inner cv scores: [8.490921905599953, 8.49092190559995, 8.49091938114321, 8.49091959997832] inner cv sdevs: [13.61240965411061, 13.61240965411061, 13.612411037707153, 13.612410995807492] best model: ['F', 'F'] best inner cv score, sdev (11 folds): 8.49091938114321 13.612411037707153 test cv mean error, stdev (10 folds): [9.248663628059463, 14.053882917359559] sell date: 2022-07-03 expected return: 0.09349971914706096 discounted return: 0.004978088843464068 quarter return: 1.5790888440851625
['quarterly_balance_sheet', 2021-12-31 2021-09-30 2021-06-30 \
Capital Surplus 1.091100e+10 1.823373e+09 1.815770e+09
Total Liab 8.112000e+09 2.404585e+09 2.310672e+09
Total Stockholder Equity 1.173800e+10 2.326112e+09 2.299895e+09
Deferred Long Term Liab 5.000000e+06 5.329000e+06 5.844000e+06
Other Current Liab 1.880000e+08 2.128940e+08 7.719900e+07
Total Assets 1.990000e+10 4.730697e+09 4.610567e+09
Common Stock 8.900000e+07 4.786200e+07 4.786200e+07
Other Current Assets 2.400000e+07 1.323500e+07 1.540000e+07
Retained Earnings 2.563000e+09 2.276071e+09 2.257320e+09
Other Liab 3.512000e+09 9.650310e+08 9.577370e+08
Treasury Stock -1.825000e+09 -1.821194e+09 -1.821057e+09
Other Assets 7.200000e+07 3.109900e+07 3.170800e+07
Cash 1.036000e+09 7.627000e+07 1.581470e+08
Total Current Liabilities 1.220000e+09 4.660100e+08 3.786840e+08
Other Stockholder Equity 1.000000e+06 2.007000e+06 2.144000e+06
Property Plant Equipment 1.769200e+10 4.256875e+09 4.182793e+09
Total Current Assets 2.136000e+09 4.427230e+08 3.960660e+08
Net Tangible Assets 1.173800e+10 2.326112e+09 2.299895e+09
Net Receivables 1.037000e+09 3.404370e+08 2.051240e+08
Long Term Debt 3.125000e+09 9.465090e+08 9.463160e+08
Inventory 3.900000e+07 1.278100e+07 1.739500e+07
Accounts Payable 7.470000e+08 2.271920e+08 1.662560e+08
Short Long Term Debt NaN NaN 1.000000e+08
2021-03-31
Capital Surplus 1.808232e+09
Total Liab 2.244882e+09
Total Stockholder Equity 2.305970e+09
Deferred Long Term Liab 6.360000e+06
Other Current Liab 1.989500e+07
Total Assets 4.550852e+09
Common Stock 4.783800e+07
Other Current Assets 2.198400e+07
Retained Earnings 2.270819e+09
Other Liab 9.549700e+08
Treasury Stock -1.820919e+09
Other Assets 3.078400e+07
Cash 1.736590e+08
Total Current Liabilities 3.150920e+08
Other Stockholder Equity 2.282000e+06
Property Plant Equipment 4.108153e+09
Total Current Assets 4.119150e+08
Net Tangible Assets 2.305970e+09
Net Receivables 2.004020e+08
Long Term Debt 9.461230e+08
Inventory 1.587000e+07
Accounts Payable 1.691010e+08
Short Long Term Debt 1.000000e+08 ]
['quarterly_cashflow', 2021-12-31 2021-09-30 \
Change To Liabilities -17390000.0 76262000.0
Total Cashflows From Investing Activities 771721000.0 -183894000.0
Net Borrowings -2000000.0 -100000000.0
Total Cash From Financing Activities -764618000.0 -143963000.0
Change To Operating Activities 17176000.0 -9218000.0
Net Income 938468000.0 62714000.0
Change In Cash 959440000.0 -82663000.0
Repurchase Of Stock -108431000.0 -108431000.0
Total Cash From Operating Activities 952337000.0 245194000.0
Depreciation 410014000.0 97289000.0
Dividends Paid -652187000.0 -43963000.0
Change To Inventory 2511000.0 4614000.0
Change To Account Receivables -159015000.0 -102009000.0
Other Cashflows From Financing Activities -2000000.0 -2000000.0
Change To Netincome -320852000.0 148138000.0
Capital Expenditures -268960000.0 -184101000.0
2021-06-30 2021-03-31
Change To Liabilities -15297000.0 3425000.0
Total Cashflows From Investing Activities -151302000.0 -123525000.0
Net Borrowings -100000000.0 -88000000.0
Total Cash From Financing Activities -43963000.0 -133456000.0
Change To Operating Activities 4956000.0 -13914000.0
Net Income 30464000.0 126354000.0
Change In Cash -16323000.0 33546000.0
Repurchase Of Stock -108431000.0 -5569000.0
Total Cash From Operating Activities 178942000.0 290527000.0
Depreciation 91549000.0 94148000.0
Dividends Paid -43963000.0 -39887000.0
Change To Inventory -1525000.0 -600000.0
Change To Account Receivables 15143000.0 16881000.0
Other Cashflows From Financing Activities -2000000.0 -2000000.0
Change To Netincome 92703000.0 40011000.0
Capital Expenditures -151322000.0 -123617000.0 ]
['quarterly_earnings', Revenue Earnings
Quarter
1Q2021 472918000 126354000
2Q2021 411788000 30464000
3Q2021 641678000 62714000
4Q2021 2143616000 938468000]
['quarterly_financials', 2021-12-31 2021-09-30 \
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 1214465000.0 83216000.0
Minority Interest None None
Net Income 938468000.0 62714000.0
Selling General Administrative 95410000.0 24998000.0
Gross Profit 1797984000.0 471530000.0
Ebit 1298389000.0 135756000.0
Operating Income 1298389000.0 135756000.0
Other Operating Expenses -14836000.0 209489000.0
Interest Expense -24488000.0 -12577000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 275997000.0 20502000.0
Total Revenue 2143616000.0 641678000.0
Total Operating Expenses 845227000.0 505922000.0
Cost Of Revenue 345632000.0 170148000.0
Total Other Income Expense Net -83924000.0 -52540000.0
Discontinued Operations None None
Net Income From Continuing Ops 938468000.0 62714000.0
Net Income Applicable To Common Shares 935468000.0 62714000.0
2021-06-30 2021-03-31
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 41304000.0 163015000.0
Minority Interest None None
Net Income 30464000.0 126354000.0
Selling General Administrative 16837000.0 26755000.0
Gross Profit 262146000.0 319340000.0
Ebit 60088000.0 177767000.0
Operating Income 60088000.0 177767000.0
Other Operating Expenses 91304000.0 18043000.0
Interest Expense -12558000.0 -12377000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 10840000.0 36661000.0
Total Revenue 411788000.0 472918000.0
Total Operating Expenses 351700000.0 295151000.0
Cost Of Revenue 149642000.0 153578000.0
Total Other Income Expense Net -18784000.0 -14752000.0
Discontinued Operations None None
Net Income From Continuing Ops 30464000.0 126354000.0
Net Income Applicable To Common Shares 30464000.0 126354000.0 ]
['mutualfund_holders', Holder Shares Date Reported \
0 Select Sector SPDR Fund-Energy Select 23925372 2022-01-30
1 Vanguard Total Stock Market Index Fund 23123140 2021-12-30
2 Vanguard Small-Cap Index Fund 20493160 2021-12-30
3 Vanguard 500 Index Fund 17229139 2021-12-30
4 Washington Mutual Investors Fund 16985001 2022-01-30
5 Vanguard Fenway Funds-Equity Income Fund 16267453 2021-12-30
6 Income Fund of America Inc 13333912 2022-01-30
7 Vanguard Small-Cap Growth Index Fund 12758989 2021-12-30
8 Victory Portfolios-Sycamore Established Value ... 12049383 2022-01-30
9 Fundamental Investors Inc 11357657 2021-12-30
% Out Value
0 0.0297 523965646
1 0.0287 439339660
2 0.0254 389370040
3 0.0214 327353641
4 0.0211 371971521
5 0.0202 309081607
6 0.0165 292012672
7 0.0158 242420791
8 0.0150 263881487
9 0.0141 215795483 ]
['options', ('2022-07-15', '2022-09-16', '2023-01-20', '2024-01-19')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 14.01
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile 0
peerCount 66
governanceScore 9.28
environmentPercentile 0
animalTesting False
tobacco False
totalEsg 46.68
highestControversy 2
esgPerformance None
coal False
pesticides False
adult False
percentile 95.93
peerGroup Oil & Gas Producers
smallArms False
environmentScore 23.39
governancePercentile 0
militaryContract False]
symbol: EOG
sector: Energy
Index: SP500
vol_30d_2yr: 49783403200.0
Sector 1YMF: 45.48998260498047
1YMF: 0.0016465607959883304
risk trend factor: 1.0583987680783176
beta currentRatio debtToEquity dividendRate dividendYield \
EOG 1.778921 2.124 26.632 3 0.0241
earningsGrowth ebitda ebitdaMargins forwardPE freeCashflow \
EOG 4.838 10099000320 0.51064 12.900809 4534499840
grossMargins grossProfits heldPercentInstitutions industry \
EOG 0.65905 13034000000 0.90667 Oil & Gas E&P
marketCap operatingCashflow operatingMargins payoutRatio pegRatio \
EOG 74575568896 8791000064 0.30935 0.265 0.77
priceToBook priceToSalesTrailing12Months profitMargins quickRatio \
EOG 3.425791 3.770823 0.23583 1.866
returnOnAssets returnOnEquity revenueGrowth revenuePerShare sector \
EOG 0.10329 0.21957 1.047 34.04 Energy
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
EOG 585089984 2.09 5208999936 8.898 5906999808
totalRevenue trailingPE
EOG 19776999424 24.572971
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-14 | 131.259995 | 119.225897 | 134.415556 | 149.605215 | 125.023334 | 8.717671 | 107.587992 | 142.458675 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| EOG | 0.001647 | 131.259995 | 49783403200.0 | 0.856727 | 0.811415 | 0.485527 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | risk_trend_factor |
| black | linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: 43.219993591308594 Sector Volume Factor: 0.0015231818763778249 Sector Risk Trend Factor: 1.395093250744777 Index 1YMF: -263.8100280761719 Index Volume Factor: 0.0022075805827187875 Index Risk Trend Factor: -3.321707170400029
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)
ets next 13 weeks inner cv scores: [292.9270453853788, 292.9270439336202, 292.92704520194474, 292.932579020314] inner cv sdevs: [278.02334416296463, 278.0233424023367, 278.02334431198744, 278.0363452309527] best model: ['T', 'F'] best inner cv score, sdev (11 folds): 292.9270439336202 278.0233424023367 test cv mean error, stdev (10 folds): [320.1641374181127, 277.24759126505654] sell date: 2022-09-18 expected return: 0.19502048924895965 discounted return: 0.0018771631537259914 quarter return: 1.1883159307933717
['quarterly_balance_sheet', 2021-12-31 2021-09-30 2021-06-30 \
Capital Surplus 6.087000e+09 6.058000e+09 6.017000e+09
Total Liab 1.605600e+10 1.540700e+10 1.600400e+10
Total Stockholder Equity 2.218000e+10 2.176500e+10 2.088100e+10
Other Current Liab 1.523000e+09 1.224000e+09 1.698000e+09
Total Assets 3.823600e+10 3.717200e+10 3.688500e+10
Common Stock 2.060000e+08 2.060000e+08 2.060000e+08
Other Current Assets 4.560000e+08 3.810000e+08 5.130000e+08
Retained Earnings 1.591900e+10 1.554200e+10 1.468900e+10
Other Liab 6.384000e+09 6.844000e+09 6.916000e+09
Treasury Stock -3.200000e+07 -4.100000e+07 -3.100000e+07
Other Assets 4.830000e+08 1.278000e+09 1.291000e+09
Cash 5.209000e+09 4.293000e+09 3.880000e+09
Total Current Liabilities 4.042000e+09 3.484000e+09 4.002000e+09
Deferred Long Term Asset Charges 1.100000e+07 1.400000e+07 3.000000e+06
Other Stockholder Equity -1.200000e+07 -1.300000e+07 -1.500000e+07
Property Plant Equipment 2.916900e+10 2.854500e+10 2.865900e+10
Total Current Assets 8.584000e+09 7.349000e+09 6.935000e+09
Net Tangible Assets 2.218000e+10 2.176500e+10 2.088100e+10
Net Receivables 2.335000e+09 2.154000e+09 2.026000e+09
Long Term Debt 4.859000e+09 5.079000e+09 5.086000e+09
Inventory 5.840000e+08 5.210000e+08 5.160000e+08
Accounts Payable 2.242000e+09 1.972000e+09 2.012000e+09
Short Long Term Debt NaN 3.800000e+07 3.900000e+07
2021-03-31
Capital Surplus 5.979000e+09
Total Liab 1.540900e+10
Total Stockholder Equity 2.076200e+10
Other Current Liab 1.059000e+09
Total Assets 3.617100e+10
Common Stock 2.060000e+08
Other Current Assets 4.130000e+08
Retained Earnings 1.460600e+10
Other Liab 7.003000e+09
Treasury Stock -2.900000e+07
Other Assets 1.314000e+09
Cash 3.388000e+09
Total Current Liabilities 3.312000e+09
Deferred Long Term Asset Charges 4.000000e+06
Other Stockholder Equity -1.400000e+07
Property Plant Equipment 2.866600e+10
Total Current Assets 6.191000e+09
Net Tangible Assets 2.076200e+10
Net Receivables 1.828000e+09
Long Term Debt 5.094000e+09
Inventory 5.620000e+08
Accounts Payable 1.945000e+09
Short Long Term Debt 3.900000e+07 ]
['quarterly_cashflow', 2021-12-31 2021-09-30 \
Change To Liabilities 3.410000e+08 -6.800000e+07
Total Cashflows From Investing Activities -8.370000e+08 -9.330000e+08
Net Borrowings -1.000000e+07 -9.000000e+06
Total Cash From Financing Activities -1.414000e+09 -8.500000e+08
Change To Operating Activities 2.000000e+07 -4.800000e+07
Issuance Of Stock 1.000000e+07 1.000000e+07
Net Income 1.985000e+09 1.095000e+09
Change In Cash 9.160000e+08 4.130000e+08
Repurchase Of Stock -8.000000e+06 -2.100000e+07
Effect Of Exchange Rate 1.000000e+06 1.000000e+06
Total Cash From Operating Activities 3.166000e+09 2.196000e+09
Depreciation 1.072000e+09 1.009000e+09
Other Cashflows From Investing Activities 1.000000e+08 -4.500000e+07
Dividends Paid -2.241732e+08 -2.488268e+08
Change To Inventory -1.080000e+08 -6.000000e+06
Change To Account Receivables -1.820000e+08 -1.450000e+08
Change To Netincome 1.200000e+07 1.530000e+08
Capital Expenditures -1.014000e+09 -8.960000e+08
2021-06-30 2021-03-31
Change To Liabilities 1.100000e+07 1.720000e+08
Total Cashflows From Investing Activities -8.280000e+08 -8.210000e+08
Net Borrowings -9.000000e+06 -7.590000e+08
Total Cash From Financing Activities -2.410000e+08 -9.880000e+08
Change To Operating Activities -1.410000e+08 -2.830000e+08
Issuance Of Stock 9.000000e+06 9.000000e+06
Net Income 9.070000e+08 6.770000e+08
Change In Cash 4.920000e+08 5.900000e+07
Repurchase Of Stock -2.000000e+06 -1.000000e+07
Effect Of Exchange Rate 2.000000e+06 -2.000000e+06
Total Cash From Operating Activities 1.559000e+09 1.870000e+09
Depreciation 9.570000e+08 9.430000e+08
Other Cashflows From Investing Activities 5.400000e+07 9.100000e+07
Dividends Paid -2.390000e+08 -2.190000e+08
Change To Inventory 3.700000e+07 6.400000e+07
Change To Account Receivables -1.860000e+08 -3.080000e+08
Change To Netincome 1.370000e+08 3.620000e+08
Capital Expenditures -1.023000e+09 -9.170000e+08 ]
['quarterly_earnings', Revenue Earnings
Quarter
1Q2021 4067000000 677000000
2Q2021 4515000000 907000000
3Q2021 5258000000 1095000000
4Q2021 5937000000 1985000000]
['quarterly_financials', 2021-12-31 2021-09-30 \
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 2499000000.0 1429000000.0
Minority Interest None None
Net Income 1985000000.0 1095000000.0
Selling General Administrative 139000000.0 142000000.0
Gross Profit 4064000000.0 3440000000.0
Ebit 2588000000.0 1470000000.0
Operating Income 2588000000.0 1470000000.0
Other Operating Expenses 180000000.0 771000000.0
Interest Expense -38000000.0 -48000000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 514000000.0 334000000.0
Total Revenue 5937000000.0 5258000000.0
Total Operating Expenses 3349000000.0 3788000000.0
Cost Of Revenue 1873000000.0 1818000000.0
Total Other Income Expense Net -89000000.0 -41000000.0
Discontinued Operations None None
Net Income From Continuing Ops 1985000000.0 1095000000.0
Net Income Applicable To Common Shares 1985000000.0 1095000000.0
2021-06-30 2021-03-31
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 1124000000.0 881000000.0
Minority Interest None None
Net Income 907000000.0 677000000.0
Selling General Administrative 120000000.0 110000000.0
Gross Profit 2912000000.0 2618000000.0
Ebit 1121000000.0 939000000.0
Operating Income 1121000000.0 939000000.0
Other Operating Expenses 666000000.0 582000000.0
Interest Expense -45000000.0 -47000000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 217000000.0 204000000.0
Total Revenue 4515000000.0 4067000000.0
Total Operating Expenses 3394000000.0 3128000000.0
Cost Of Revenue 1603000000.0 1449000000.0
Total Other Income Expense Net 3000000.0 -58000000.0
Discontinued Operations None None
Net Income From Continuing Ops 907000000.0 677000000.0
Net Income Applicable To Common Shares 907000000.0 677000000.0 ]
['mutualfund_holders', Holder Shares Date Reported % Out \
0 Vanguard Total Stock Market Index Fund 16628038 2021-12-30 0.0284
1 Select Sector SPDR Fund-Energy Select 15554415 2022-01-30 0.0266
2 Vanguard 500 Index Fund 12390700 2021-12-30 0.0212
3 Growth Fund Of America Inc 11079049 2022-02-27 0.0189
4 Washington Mutual Investors Fund 10123086 2022-01-30 0.0173
5 American Mutual Fund Inc 9597595 2022-01-30 0.0164
6 Investment Company Of America 8922398 2021-12-30 0.0152
7 JP Morgan Equity Income Fund 7968006 2021-12-30 0.0136
8 Capital World Growth and Income Fund 6235135 2022-02-27 0.0106
9 SPDR S&P 500 ETF Trust 6192774 2022-01-30 0.0106
Value
0 1477068615
1 1734006184
2 1100665881
3 1273204311
4 1128521627
5 1069939890
6 792576614
7 707797972
8 716541714
9 690370445 ]
['options', ('2022-07-15', '2023-01-20', '2024-01-19', '2026-03-20')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 8.13
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile 0
peerCount 66
governanceScore 7.73
environmentPercentile 0
animalTesting False
tobacco False
totalEsg 36.25
highestControversy 1
esgPerformance LEAD_PERF
coal False
pesticides False
adult False
percentile 81.37
peerGroup Oil & Gas Producers
smallArms False
environmentScore 20.39
governancePercentile 0
militaryContract False]
symbol: ROCC
sector: Energy
Index: SP600
vol_30d_2yr: 6186219000.0
Sector 1YMF: 24.81000518798828
1YMF: 0.0019439660962536243
risk trend factor: 1.0528774421714568
beta currentRatio debtToEquity ebitda ebitdaMargins forwardPE \
ROCC 2.866152 0.497 80.978 323780000 0.45632 4.088889
freeCashflow grossMargins grossProfits heldPercentInstitutions \
ROCC 111158752 0.9232 508729000 0.83063
industry marketCap operatingCashflow operatingMargins \
ROCC Oil & Gas E&P 1051397696 390172992 0.23271
payoutRatio pegRatio priceToBook priceToSalesTrailing12Months \
ROCC 0 0.14 3.345455 1.4818
profitMargins quickRatio returnOnAssets returnOnEquity revenueGrowth \
ROCC 0.06175 0.404 0.08139 0.19205 1.903
revenuePerShare sector sharesOutstanding shortRatio totalCash \
ROCC 39.08 Energy 21163400 2.3 6358000
totalCashPerShare totalDebt totalRevenue trailingPE
ROCC 0.3 525808992 709540992 21.113474
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-14 | 45.240002 | 29.444383 | 42.210556 | 54.976728 | 37.569365 | 5.330721 | 26.907924 | 48.230807 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| ROCC | 0.001944 | 45.240002 | 6186219000.0 | 0.823206 | 0.622824 | 0.579733 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | risk_trend_factor |
| black | linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: 43.219993591308594 Sector Volume Factor: 0.0015231818763778249 Sector Risk Trend Factor: 1.395093250744777 Index 1YMF: -69.3499984741211 Index Volume Factor: 0.0022254315395940014 Index Risk Trend Factor: -4.866666559587445
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)
ets next 13 weeks inner cv scores: [71.38113556924571, 71.38113547261227, 71.38107197959948, 71.38107197165442] inner cv sdevs: [76.5678010950792, 76.56780087204898, 76.56781110897751, 76.56781111187205] best model: ['F', 'T'] best inner cv score, sdev (11 folds): 71.38107197165442 76.56781111187205 test cv mean error, stdev (10 folds): [75.727216744053, 79.00074871051713] sell date: 2022-08-07 expected return: 0.11902086456874392 discounted return: 0.0021240275552245613 quarter return: 1.2155580840834126
['options', ('2022-07-15', '2022-12-16')]
symbol: HES
sector: Energy
Index: SP500
vol_30d_2yr: 24607383000.0
Sector 1YMF: 34.04999542236328
1YMF: 0.0017705417922742942
risk trend factor: 1.0422402625987157
beta currentRatio debtToEquity dividendRate dividendYield \
HES 1.769607 1.418 122.347 1.5 0.0131
earningsGrowth ebitda ebitdaMargins forwardPE freeCashflow \
HES 0.634 3804999936 0.49467 25.03419 1165874944
grossMargins grossProfits heldPercentInstitutions industry \
HES 0.71425 5267000000 0.83247 Oil & Gas E&P
marketCap operatingCashflow operatingMargins payoutRatio pegRatio \
HES 36287619072 2143000064 0.30083 0.4828 0.19
priceToBook priceToSalesTrailing12Months profitMargins quickRatio \
HES 6.429591 4.717579 0.09412 0.595
returnOnAssets returnOnEquity revenueGrowth revenuePerShare sector \
HES 0.07465 0.1547 0.21 24.97 Energy
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
HES 309727008 2.85 1370000000 4.414 8622999552
totalRevenue trailingPE
HES 7692000256 185.08688
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-14 | 120.07 | 111.313564 | 121.821587 | 132.32961 | 112.455397 | 8.510819 | 95.433758 | 129.477035 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| HES | 0.001771 | 120.07 | 24607383000.0 | 0.882322 | 0.938257 | 0.449035 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | risk_trend_factor |
| black | linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: 43.219993591308594 Sector Volume Factor: 0.0015231818763778249 Sector Risk Trend Factor: 1.395093250744777 Index 1YMF: -263.8100280761719 Index Volume Factor: 0.0022075805827187875 Index Risk Trend Factor: -3.321707170400029
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)
ets next 13 weeks inner cv scores: [189.7450140342545, 189.7450140343074, 189.74501403310452, 189.74501404243793] inner cv sdevs: [200.65877762564895, 200.6587776221327, 200.65877762593144, 200.6587776288162] best model: ['F', 'F'] best inner cv score, sdev (11 folds): 189.74501403310452 200.65877762593144 test cv mean error, stdev (10 folds): [207.17371143611325, 202.35855585333596] sell date: 2022-09-18 expected return: 0.15596163362674056 discounted return: 0.001526770442668024 quarter return: 1.1506830958889815
['quarterly_balance_sheet', 2022-03-31 2021-12-31 2021-09-30 \
Total Liab 1.275000e+10 1.348900e+10 1.323400e+10
Total Stockholder Equity 6.308000e+09 6.300000e+09 5.609000e+09
Minority Interest 7.400000e+08 7.260000e+08 6.470000e+08
Other Current Liab 2.190000e+09 1.193000e+09 9.330000e+08
Total Assets 1.979800e+10 2.051500e+10 1.949000e+10
Common Stock 7.074000e+09 3.100000e+08 3.100000e+08
Other Current Assets 1.896000e+09 1.990000e+08 1.180000e+08
Other Liab 1.937000e+09 1.890000e+09 1.877000e+09
Treasury Stock -7.660000e+08 -4.060000e+08 -7.960000e+08
Other Assets 1.560000e+09 1.129000e+09 7.660000e+08
Cash 1.370000e+09 2.713000e+09 2.419000e+09
Total Current Liabilities 2.303000e+09 3.064000e+09 2.749000e+09
Short Long Term Debt 2.200000e+07 5.170000e+08 5.140000e+08
Other Stockholder Equity -7.660000e+08 -4.060000e+08 -7.960000e+08
Property Plant Equipment 1.497200e+10 1.467800e+10 1.446800e+10
Total Current Assets 3.266000e+09 4.346000e+09 3.892000e+09
Net Tangible Assets 6.308000e+09 5.940000e+09 5.249000e+09
Long Term Debt 7.934000e+09 7.941000e+09 7.993000e+09
Capital Surplus NaN 6.017000e+09 5.903000e+09
Retained Earnings NaN 3.790000e+08 1.920000e+08
Good Will NaN 3.600000e+08 3.600000e+08
Deferred Long Term Asset Charges NaN 7.100000e+07 2.600000e+07
Long Term Investments NaN 2.000000e+06 4.000000e+06
Net Receivables NaN 1.211000e+09 1.093000e+09
Inventory NaN 2.230000e+08 2.620000e+08
Accounts Payable NaN 2.200000e+08 2.100000e+08
2021-06-30
Total Liab 1.263400e+10
Total Stockholder Equity 5.488000e+09
Minority Interest 1.044000e+09
Other Current Liab 9.670000e+08
Total Assets 1.916600e+10
Common Stock 3.100000e+08
Other Current Assets 2.960000e+08
Other Liab 1.764000e+09
Treasury Stock -8.360000e+08
Other Assets 6.480000e+08
Cash 2.430000e+09
Total Current Liabilities 2.527000e+09
Short Long Term Debt 5.110000e+08
Other Stockholder Equity -8.360000e+08
Property Plant Equipment 1.418500e+10
Total Current Assets 3.969000e+09
Net Tangible Assets 5.128000e+09
Long Term Debt 7.712000e+09
Capital Surplus 5.859000e+09
Retained Earnings 1.550000e+08
Good Will 3.600000e+08
Deferred Long Term Asset Charges 2.100000e+07
Long Term Investments 4.000000e+06
Net Receivables 1.002000e+09
Inventory 2.410000e+08
Accounts Payable 1.780000e+08 ]
['quarterly_cashflow', 2022-03-31 2021-12-31 \
Change To Liabilities 0.000000e+00 72000000.0
Total Cashflows From Investing Activities -5.220000e+08 -510000000.0
Net Borrowings -5.060000e+08 -53000000.0
Total Cash From Financing Activities -6.650000e+08 -95000000.0
Change To Operating Activities -1.108000e+09 -51000000.0
Issuance Of Stock 3.300000e+07 110000000.0
Net Income 4.170000e+08 265000000.0
Change In Cash -1.343000e+09 294000000.0
Total Cash From Operating Activities -1.560000e+08 899000000.0
Depreciation 3.430000e+08 403000000.0
Dividends Paid -1.190000e+08 -77000000.0
Other Cashflows From Financing Activities -7.300000e+07 -75000000.0
Change To Netincome 1.920000e+08 218000000.0
Capital Expenditures -5.460000e+08 -509000000.0
Other Cashflows From Investing Activities NaN -1000000.0
Change To Inventory NaN 38000000.0
Change To Account Receivables NaN -215000000.0
2021-09-30 2021-06-30
Change To Liabilities 225000000.0 71000000.0
Total Cashflows From Investing Activities -370000000.0 -60000000.0
Net Borrowings 287000000.0 -69000000.0
Total Cash From Financing Activities -256000000.0 -161000000.0
Change To Operating Activities -74000000.0 -37000000.0
Issuance Of Stock 110000000.0 75000000.0
Net Income 115000000.0 -73000000.0
Change In Cash -11000000.0 564000000.0
Total Cash From Operating Activities 615000000.0 785000000.0
Depreciation 207000000.0 538000000.0
Dividends Paid -77000000.0 -77000000.0
Other Cashflows From Financing Activities -466000000.0 -90000000.0
Change To Netincome 309000000.0 194000000.0
Capital Expenditures -498000000.0 -355000000.0
Other Cashflows From Investing Activities -2000000.0 -2000000.0
Change To Inventory -40000000.0 -22000000.0
Change To Account Receivables -218000000.0 14000000.0 ]
['quarterly_earnings', Revenue Earnings
Quarter
2Q2021 1535000000 -73000000
3Q2021 1717000000 115000000
4Q2021 2188000000 265000000
1Q2022 2252000000 417000000]
['quarterly_financials', 2022-03-31 2021-12-31 \
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 702000000.0 568000000.0
Minority Interest 740000000.0 726000000.0
Net Income 417000000.0 265000000.0
Selling General Administrative 423000000.0 402000000.0
Gross Profit 1570000000.0 1516000000.0
Ebit 803000000.0 685000000.0
Operating Income 803000000.0 685000000.0
Other Operating Expenses -36000000.0 -14000000.0
Interest Expense -123000000.0 -121000000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 197000000.0 212000000.0
Total Revenue 2252000000.0 2188000000.0
Total Operating Expenses 1449000000.0 1503000000.0
Cost Of Revenue 682000000.0 672000000.0
Total Other Income Expense Net -101000000.0 -117000000.0
Discontinued Operations None None
Net Income From Continuing Ops 505000000.0 356000000.0
Net Income Applicable To Common Shares 417000000.0 265000000.0
2021-09-30 2021-06-30
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 328000000.0 135000000.0
Minority Interest 647000000.0 1044000000.0
Net Income 115000000.0 -73000000.0
Selling General Administrative 409000000.0 399000000.0
Gross Profit 1195000000.0 1213000000.0
Ebit 424000000.0 254000000.0
Operating Income 424000000.0 254000000.0
Other Operating Expenses -23000000.0 -20000000.0
Interest Expense -125000000.0 -118000000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 143000000.0 122000000.0
Total Revenue 1717000000.0 1535000000.0
Total Operating Expenses 1293000000.0 1281000000.0
Cost Of Revenue 522000000.0 322000000.0
Total Other Income Expense Net -96000000.0 -119000000.0
Discontinued Operations None None
Net Income From Continuing Ops 185000000.0 13000000.0
Net Income Applicable To Common Shares 115000000.0 -73000000.0 ]
['mutualfund_holders', Holder Shares Date Reported % Out \
0 Select Sector SPDR Fund-Energy Select 8106371 2022-01-30 0.0260
1 Vanguard Total Stock Market Index Fund 7922572 2021-12-30 0.0255
2 Dodge & Cox Stock Fund 6588763 2021-12-30 0.0212
3 Vanguard Mid-Cap Index Fund 6303240 2021-12-30 0.0203
4 Vanguard/Primecap Fund 6049200 2021-12-30 0.0194
5 Vanguard 500 Index Fund 5837872 2021-12-30 0.0188
6 Fidelity Growth Company Fund 3600791 2022-02-27 0.0116
7 SPDR S&P 500 ETF Trust 2920036 2022-01-30 0.0094
8 Fidelity 500 Index Fund 2822946 2022-02-27 0.0091
9 Fidelity Series Large Cap Stock Fund 2618572 2022-02-27 0.0084
Value
0 748136979
1 586508005
2 487766124
3 466628857
4 447822276
5 432177664
6 363895938
7 269490122
8 285286922
9 264632886 ]
['options', ('2022-08-19', '2023-01-20', '2024-01-19')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 6.36
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile 0
peerCount 66
governanceScore 6.97
environmentPercentile 0
animalTesting False
tobacco False
totalEsg 31.78
highestControversy 2
esgPerformance LEAD_PERF
coal False
pesticides False
adult False
percentile 68.13
peerGroup Oil & Gas Producers
smallArms False
environmentScore 18.44
governancePercentile 0
militaryContract False]
symbol: TVTY
sector: error
sector: error
Index: SP600
vol_30d_2yr: 5611692500.0
Sector 1YMF: 1.1700019836425781
1YMF: 0.0029183887035863065
risk trend factor: 1.0
Empty DataFrame
Columns: []
Index: [TVTY]
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-14 | 31.6 | 31.867551 | 32.187619 | 32.507687 | 31.740317 | 0.960049 | 29.82022 | 33.660415 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| TVTY | 0.002918 | 31.6 | 5611692500.0 | 0.943172 | 0.510164 | 0.449517 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | risk_trend_factor |
| black | linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Index 1YMF: -69.3499984741211 Index Volume Factor: 0.0022254315395940014 Index Risk Trend Factor: -4.866666559587445
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)
ets next 13 weeks inner cv scores: [23.437302354648853, 23.437302324695864, 23.43730523304616, 23.43730524319808] inner cv sdevs: [20.620170957952805, 20.620170913895695, 20.6201768922314, 20.6201768869547] best model: ['T', 'F'] best inner cv score, sdev (11 folds): 23.437302324695864 20.620170913895695 test cv mean error, stdev (10 folds): [25.29395733901864, 20.731419404745342] sell date: 2022-07-24 expected return: 0.05897098655315649 discounted return: 0.0014702507661197295 quarter return: 1.144724197588399
['options', ('2022-08-19',)]
symbol: OXY
sector: Energy
Index: SP500
vol_30d_2yr: 256214422000.0
Sector 1YMF: 21.77999496459961
1YMF: 0.0022195655324976204
risk trend factor: 0.9675696533828447
beta currentRatio debtToEquity dividendRate dividendYield \
OXY 1.955081 1.156 111.198 0.52 0.0084
ebitda ebitdaMargins forwardPE freeCashflow grossMargins \
OXY 15392000000 0.53054 7.333333 9129875456 0.64697
grossProfits heldPercentInstitutions industry marketCap \
OXY 16297000000 0.82163 Oil & Gas E&P 56493871104
operatingCashflow operatingMargins payoutRatio pegRatio priceToBook \
OXY 12762999808 0.25255 0.0242 0.25 3.730198
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
OXY 1.947259 0.25314 0.844 0.05964
returnOnEquity revenueGrowth revenuePerShare sector sharesOutstanding \
OXY 0.34101 0.577 30.999 Energy 937190976
shortRatio totalCash totalCashPerShare totalDebt totalRevenue \
OXY 2.02 1908999936 2.037 27696001024 29012000768
trailingPE
OXY 9.01181
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-14 | 62.09 | 60.915808 | 66.88381 | 72.851811 | 61.294445 | 4.783614 | 51.727217 | 70.861672 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| OXY | 0.00222 | 62.09 | 256214422000.0 | 0.817613 | 0.738509 | 0.544974 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | risk_trend_factor |
| black | linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: 43.219993591308594 Sector Volume Factor: 0.0015231818763778249 Sector Risk Trend Factor: 1.395093250744777 Index 1YMF: -263.8100280761719 Index Volume Factor: 0.0022075805827187875 Index Risk Trend Factor: -3.321707170400029
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)
ets next 13 weeks inner cv scores: [65.74632537823037, 65.74632526324514, 65.74632563897408, 65.74632473939108] inner cv sdevs: [72.72855684487484, 72.7285560600168, 72.72855583412783, 72.72855645935246] best model: ['F', 'T'] best inner cv score, sdev (11 folds): 65.74632473939108 72.72855645935246 test cv mean error, stdev (10 folds): [69.94735867807196, 74.99501086042389] sell date: 2022-09-18 expected return: 0.15204190134433437 discounted return: 0.001490962320840783 quarter return: 1.1469042757640264
['options', ('2022-06-17', '2022-08-19', '2023-01-20', '2024-01-19')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 12.04
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile None
peerCount 66
governanceScore 6.88
environmentPercentile None
animalTesting False
tobacco False
totalEsg 43.53
highestControversy 2
esgPerformance LEAD_PERF
coal False
pesticides False
adult False
percentile 92.95
peerGroup Oil & Gas Producers
smallArms False
environmentScore 24.61
governancePercentile None
militaryContract False]
symbol: MUR
sector: Energy
Index: SP400
vol_30d_2yr: 33077715200.0
Sector 1YMF: 11.920003890991211
1YMF: 0.0010554991416093938
risk trend factor: 0.8435953991460802
beta currentRatio debtToEquity dividendRate dividendYield ebitda \
MUR 2.55625 0.6 80.704 0.7 0.0161 1488126976
ebitdaMargins forwardPE freeCashflow grossMargins grossProfits \
MUR 0.48315 5.593307 1159256320 0.81723 2271014000
heldPercentInstitutions industry marketCap operatingCashflow \
MUR 0.83585 Oil & Gas E&P 6752466944 1522727040
operatingMargins payoutRatio pegRatio priceToBook \
MUR 0.21109 0.7836 0.18 1.674372
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
MUR 2.192315 0.03261 0.533 0.03902
returnOnEquity revenueGrowth revenuePerShare sector sharesOutstanding \
MUR 0.06042 0.471 19.932 Energy 155372000
shortRatio totalCash totalCashPerShare totalDebt totalRevenue \
MUR 4.37 480587008 3.093 3393031936 3080061952
trailingPE
MUR 66.96456
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-14 | 41.580002 | 32.779324 | 40.32127 | 47.863216 | 39.598281 | 3.268708 | 33.060864 | 46.135697 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| MUR | 0.001055 | 41.580002 | 33077715200.0 | 0.891467 | 0.791664 | 0.454943 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | risk_trend_factor |
| black | linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: 43.219993591308594 Sector Volume Factor: 0.0015231818763778249 Sector Risk Trend Factor: 1.395093250744777 Index 1YMF: -63.869998931884766 Index Volume Factor: 0.0011014613124698796 Index Risk Trend Factor: -4.591660649354175
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)
ets next 13 weeks inner cv scores: [26.871992144205784, 26.871992150022162, 26.871992150235926, 26.871992144997105] inner cv sdevs: [29.605645173940232, 29.60564517761439, 29.60564517743851, 29.60564517392599] best model: ['T', 'T'] best inner cv score, sdev (11 folds): 26.871992144205784 29.605645173940232 test cv mean error, stdev (10 folds): [28.72572118180319, 30.435903535486183] sell date: 2022-09-18 expected return: 0.1925349142752104 discounted return: 0.0018552053107643296 quarter return: 1.185922273727027
['options', ('2022-06-17', '2022-07-15', '2022-12-16', '2023-01-20', '2024-01-19')]
symbol: AZPN
sector: Technology
Index: SP400
vol_30d_2yr: 4840968000.0
Sector 1YMF: 50.989990234375
1YMF: 0.0012578889180841519
risk trend factor: 0.8268198335018307
currentRatio debtToEquity earningsGrowth ebitda ebitdaMargins \
AZPN 1.176 40.561 0.231 27337000 0.08523
forwardPE grossMargins grossProfits heldPercentInstitutions \
AZPN 34.490196 0.46746 137630000 1.03086
industry marketCap operatingCashflow operatingMargins \
AZPN Software—Application 12029022208 45755000 -0.08421
payoutRatio pegRatio priceToBook priceToSalesTrailing12Months \
AZPN 0 4.59 16.632854 37.503967
profitMargins quickRatio revenueGrowth revenuePerShare sector \
AZPN -0.07406 1.116 0.154 4.811 Technology
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
AZPN 62168700 2.78 285216992 4.282 314292000
totalRevenue
AZPN 320740000
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-14 | 184.309998 | 174.372359 | 193.022857 | 211.673356 | 170.678412 | 18.041759 | 134.594895 | 206.761929 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| AZPN | 0.001258 | 184.309998 | 4840968000.0 | 0.775395 | 0.752504 | 0.381769 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | risk_trend_factor |
| black | linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -353.0699768066406 Sector Volume Factor: 0.00219037124135683 Sector Risk Trend Factor: -4.508044961227624 Index 1YMF: -63.869998931884766 Index Volume Factor: 0.0011014613124698796 Index Risk Trend Factor: -4.591660649354175
C:\Users\User\AppData\Local\Temp\ipykernel_7384\2930981872.py:165: UserWarning: FixedFormatter should only be used together with FixedLocator ax1.set_xticklabels(ax1.get_xticks(), rotation = 45)
ets next 13 weeks inner cv scores: [366.7245041926584, 366.72448797471003, 366.7245041926584, 366.7245036735472] inner cv sdevs: [560.7658577875985, 560.7658611961473, 560.7658577875985, 560.7658580175564] best model: ['T', 'F'] best inner cv score, sdev (11 folds): 366.72448797471003 560.7658611961473 test cv mean error, stdev (10 folds): [401.82341576592614, 576.5005602318051] sell date: 2022-07-24 expected return: 0.11635016787519324 discounted return: 0.0028261549197503566 quarter return: 1.296462672251224
['options', ('2022-07-15', '2022-12-16')]
| exp_return | sell_date | days_delta | disc_rtn | qtr_rtn | outer_cv_avg_rmse_n11 | outer_cv_std_n11 | mean_revert_flag | price | Sector | Index | error_price_ratio | std_price_ratio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SYMBOL | |||||||||||||
| VPU | 0.045293 | 2022-06-19 | 4 | 0.011136 | 2.769969 | 49.980765 | 50.637006 | False | 144.529999 | error | nan | 0.345816 | 0.350356 |
| NTUS | 0.042142 | 2022-06-19 | 4 | 0.010373 | 2.584149 | 10.626461 | 12.414671 | False | 31.790001 | Healthcare | SP600 | 0.334271 | 0.390521 |
| APA | 0.146089 | 2022-07-03 | 18 | 0.007604 | 2.007578 | 39.791599 | 45.971410 | False | 46.000000 | Energy | SP500 | 0.865035 | 0.999378 |
| CTRA | 0.093500 | 2022-07-03 | 18 | 0.004978 | 1.579089 | 9.248664 | 14.053883 | False | 31.110001 | Energy | SP500 | 0.297289 | 0.451748 |
| CEIX | 0.435424 | 2022-09-04 | 81 | 0.004472 | 1.507643 | 37.177596 | 60.594000 | False | 48.619999 | Energy | SP600 | 0.764656 | 1.246277 |
| SM | 0.416179 | 2022-09-18 | 95 | 0.003669 | 1.400702 | 59.859792 | 83.931726 | False | 48.680000 | Energy | SP600 | 1.229659 | 1.724152 |
| AZPN | 0.116350 | 2022-07-24 | 39 | 0.002826 | 1.296463 | 401.823416 | 576.500560 | False | 184.309998 | Technology | SP400 | 2.180150 | 3.127885 |
| LNTH | 0.234502 | 2022-09-18 | 95 | 0.002220 | 1.226316 | 42.463777 | 63.031572 | False | 62.580002 | Healthcare | SP600 | 0.678552 | 1.007216 |
| ROCC | 0.119021 | 2022-08-07 | 53 | 0.002124 | 1.215558 | 75.727217 | 79.000749 | False | 45.240002 | Energy | SP600 | 1.673900 | 1.746259 |
| VAW | 0.050287 | 2022-07-10 | 25 | 0.001964 | 1.197882 | 228.726728 | 120.886783 | False | 169.380005 | error | nan | 1.350376 | 0.713702 |
| EOG | 0.195020 | 2022-09-18 | 95 | 0.001877 | 1.188316 | 320.164137 | 277.247591 | False | 131.259995 | Energy | SP500 | 2.439160 | 2.112202 |
| MUR | 0.192535 | 2022-09-18 | 95 | 0.001855 | 1.185922 | 28.725721 | 30.435904 | False | 41.580002 | Energy | SP400 | 0.690854 | 0.731984 |
| PDCE | 0.176771 | 2022-09-18 | 95 | 0.001715 | 1.170738 | 75.006950 | 76.866431 | False | 81.650002 | Energy | SP400 | 0.918640 | 0.941414 |
| FANG | 0.176500 | 2022-09-18 | 95 | 0.001712 | 1.170476 | 452.091010 | 406.584712 | False | 149.630005 | Energy | SP500 | 3.021393 | 2.717267 |
| HES | 0.155962 | 2022-09-18 | 95 | 0.001527 | 1.150683 | 207.173711 | 202.358556 | False | 120.070000 | Energy | SP500 | 1.725441 | 1.685338 |
| OXY | 0.152042 | 2022-09-18 | 95 | 0.001491 | 1.146904 | 69.947359 | 74.995011 | False | 62.090000 | Energy | SP500 | 1.126548 | 1.207844 |
| TVTY | 0.058971 | 2022-07-24 | 39 | 0.001470 | 1.144724 | 25.293957 | 20.731419 | False | 31.600000 | error | SP600 | 0.800442 | 0.656058 |
| MRO | 0.141926 | 2022-09-18 | 95 | 0.001398 | 1.137150 | 13.299650 | 18.071933 | False | 28.790001 | Energy | SP500 | 0.461954 | 0.627716 |
| VNQ | 0.041482 | 2022-07-17 | 32 | 0.001271 | 1.123953 | 42.999334 | 39.984518 | False | 87.320000 | error | nan | 0.492434 | 0.457908 |
| CIVI | 0.094871 | 2022-08-28 | 74 | 0.001226 | 1.119277 | 55.240650 | 47.257059 | True | 72.260002 | Energy | SP600 | 0.764471 | 0.653986 |
| PBF | 0.048794 | 2022-07-24 | 39 | 0.001222 | 1.118941 | 22.654817 | 23.095485 | False | 38.919998 | Energy | SP600 | 0.582087 | 0.593409 |
| XOM | 0.119850 | 2022-09-18 | 95 | 0.001192 | 1.115854 | 113.905467 | 113.228428 | False | 96.099998 | Energy | SP500 | 1.185281 | 1.178235 |
| VIS | 0.029960 | 2022-07-10 | 25 | 0.001181 | 1.114753 | 224.843168 | 189.322891 | False | 164.399994 | error | nan | 1.367659 | 1.151599 |
| VCR | 0.046710 | 2022-07-24 | 39 | 0.001171 | 1.113705 | 969.516354 | 924.206924 | False | 228.220001 | error | nan | 4.248166 | 4.049632 |
| SAFM | 0.027646 | 2022-07-10 | 25 | 0.001091 | 1.105564 | 325.355867 | 377.509204 | False | 207.410004 | Consumer Defensive | SP400 | 1.568660 | 1.820111 |
| VGT | 0.043232 | 2022-07-24 | 39 | 0.001086 | 1.104994 | 1191.988052 | 1176.784160 | False | 323.260010 | error | nan | 3.687397 | 3.640364 |
| VDC | 0.042087 | 2022-07-24 | 39 | 0.001058 | 1.102135 | 78.145570 | 43.943198 | False | 178.809998 | error | nan | 0.437031 | 0.245754 |
| PXD | 0.100310 | 2022-09-18 | 95 | 0.001007 | 1.096994 | 969.327952 | 992.574433 | False | 264.549988 | Energy | SP500 | 3.664063 | 3.751935 |
| VDE | 0.099494 | 2022-09-18 | 95 | 0.000999 | 1.096206 | 174.193511 | 183.734248 | False | 117.059998 | error | nan | 1.488070 | 1.569573 |
| MUSA | 0.061104 | 2022-08-14 | 60 | 0.000989 | 1.095206 | 734.658523 | 887.264018 | False | 233.460007 | Consumer Cyclical | SP400 | 3.146828 | 3.800497 |
| DVN | 0.097542 | 2022-09-18 | 95 | 0.000980 | 1.094321 | 79.151000 | 110.385769 | False | 70.589996 | Energy | SP500 | 1.121278 | 1.563759 |
| DINO | 0.070160 | 2022-08-28 | 74 | 0.000917 | 1.087958 | 70.467720 | 72.439716 | False | 52.709999 | Energy | SP400 | 1.336895 | 1.374307 |
| MTDR | 0.089332 | 2022-09-18 | 95 | 0.000901 | 1.086393 | 59.493004 | 61.393550 | False | 61.389999 | Energy | SP400 | 0.969099 | 1.000058 |
| CVX | 0.082801 | 2022-09-18 | 95 | 0.000838 | 1.080085 | 165.408395 | 129.424147 | False | 167.550003 | Energy | SP500 | 0.987218 | 0.772451 |
| ACC | 0.026344 | 2022-07-17 | 32 | 0.000813 | 1.077625 | 18.106531 | 12.470131 | False | 64.419998 | error | SP400 | 0.281070 | 0.193575 |
| SWX | 0.048709 | 2022-08-14 | 60 | 0.000793 | 1.075649 | 42.239784 | 48.015148 | False | 87.040001 | Utilities | SP400 | 0.485292 | 0.551645 |
| MCK | 0.063146 | 2022-09-04 | 81 | 0.000756 | 1.072024 | 494.614313 | 651.709317 | False | 306.519989 | Healthcare | SP500 | 1.613645 | 2.126156 |
| COP | 0.073263 | 2022-09-18 | 95 | 0.000745 | 1.070869 | 156.209939 | 161.169931 | False | 111.489998 | Energy | SP500 | 1.401112 | 1.445600 |
| SLY | 0.045324 | 2022-08-14 | 60 | 0.000739 | 1.070331 | 66.840570 | 58.040468 | False | 80.730003 | error | nan | 0.827952 | 0.718945 |
| HRB | 0.039744 | 2022-08-07 | 53 | 0.000736 | 1.069995 | 8.086119 | 7.483224 | False | 34.380001 | Consumer Cyclical | SP400 | 0.235198 | 0.217662 |
| MDYG | 0.044351 | 2022-08-14 | 60 | 0.000724 | 1.068804 | 39.399144 | 32.975028 | False | 61.660000 | error | nan | 0.638974 | 0.534788 |
| VOX | 0.062358 | 2022-09-11 | 88 | 0.000688 | 1.065283 | 106.360931 | 94.433444 | False | 92.730003 | error | nan | 1.146996 | 1.018370 |
| MTOR | 0.017132 | 2022-07-10 | 25 | 0.000680 | 1.064507 | 14.849095 | 9.028333 | False | 36.000000 | Consumer Cyclical | SP600 | 0.412475 | 0.250787 |
| TWI | 0.065482 | 2022-09-18 | 95 | 0.000668 | 1.063350 | 5.318454 | 8.324358 | False | 19.150000 | Industrials | SP600 | 0.277726 | 0.434692 |
| VHT | 0.040743 | 2022-08-14 | 60 | 0.000666 | 1.063146 | 275.740090 | 236.083616 | False | 220.690002 | error | nan | 1.249445 | 1.069752 |
| VLO | 0.060260 | 2022-09-18 | 95 | 0.000616 | 1.058303 | 275.433175 | 336.448620 | False | 133.750000 | Energy | SP500 | 2.059313 | 2.515504 |
| Y | 0.030870 | 2022-08-07 | 53 | 0.000574 | 1.054192 | 6331.714207 | 10213.949083 | False | 832.000000 | Financial Services | SP400 | 7.610233 | 12.276381 |
| MPC | 0.033797 | 2022-08-28 | 74 | 0.000449 | 1.042189 | 140.594809 | 186.039339 | False | 102.669998 | Energy | SP500 | 1.369386 | 1.812013 |
| SPTM | 0.033776 | 2022-08-28 | 74 | 0.000449 | 1.042163 | 14.411596 | 10.263316 | False | 46.099998 | error | nan | 0.312616 | 0.222632 |
| VFH | 0.033377 | 2022-08-28 | 74 | 0.000444 | 1.041663 | 50.450414 | 37.843918 | False | 76.820000 | error | nan | 0.656735 | 0.492631 |
| SPY | 0.031070 | 2022-08-28 | 74 | 0.000414 | 1.038772 | 944.421057 | 678.950227 | False | 373.869995 | error | nan | 2.526068 | 1.816006 |
| BANF | -0.003024 | 2022-08-07 | 53 | -0.000057 | 0.994757 | 57.955677 | 39.112075 | False | 91.309998 | error | SP600 | 0.634713 | 0.428344 |